I am quite new to Dynare. I’ve just been using it just for a few months by now.
This time I have a problem when trying to estimate the parameters for a model.
When I tell Dynare to estimate the parameters, it first shows me the figure with the priors and then I get the following message:
You did not declare endogenous variables after the estimation/calib_smoother command.
Afterwards, Dynare enters in a loop, showing me the same figure and the same message until I break the loop.
I would be really grateful if somebody told me which is the problem and how to solve it.
forum.mod (4.51 KB)
This is not an error, but rather a warning. You can ignore it and wait for the estimation to finish.
Thank you for your answer. I hope this works out well.
I have been waiting for a while by now. But all I get is the following message and the priors figure. It just keeps opening new windows with the priors figure and showing me the same message. Right now I have like a hundred of those windows and a hundred of those messages.
[code]There are 4 eigenvalue(s) larger than 1 in modulus
for 4 forward-looking variable(s)
The rank condition is verified.
You did not declare endogenous variables after the estimation/calib_smoother command.[/code]
I hope it is just a waiting issue.
Sounds like you named your datafile the same way as your mod-file?
Yes I did. Do I have to name them differently?
Yes, because otherwise Dynare will enter an infinite loop.
I got the mistake. The line 225 wasn’t running because it had a % sign in front of it. Therefore it wasn’t saving the datafile.
Nevertheless, now I am facing a new problem. I get the following message:
It seems I am going from one problem into another.
Can you upload your data please?
The mod file was made in such a way it will generate its own datafile. Although, there is a mistake in my code so the line with the command to generate the datafile won’t run. To solve this mistake you have to erase the % symbol in line 225.
Currently I am correcting some other errors I have found in my code. I will upload the final mod file when it is ready.