I am so sorry to ask you this simple question. I am a new guy to use DYNARE. after estimating the structural parameters with Maximum Likelihood Estimation techniques of DYNARE, I don’t know HOW TO RETRIEVE residuals of estimation. For example, if we have 80 time series observation, after one run of ML estimation, we should get implied 80 residuals(structural shocks) from the model. But where are those residuals of estimation saved in DYNARE? I have no idea. Could you please let me know what m file I have to check?
For Bayesian estimation, you can get smoothed shocks in oo_.SmoothedShocks, provided that you gave the “smoother” option to the “estimation” command.
I don’t know if this works with MLE, just try.