I’m trying out v4.2.2, which differs from the v4.1.3 that I was using previously in that stochastic simulations always produce the same sequence of results, by default. I am doing some simulation based estimation, and need many different simulated sequences. I’m also using Octave, not Matlab. Ideally, would like Dynare to use Octave’s random number state, but I don’t quite see how to do that. Otherwise, some other method of getting differing sequences would be ok. Any help would be greatly appreciated.
Michael
In Dynare 4.2 there is a new command called “set_dynare_seed” which is used for that purpose. It is (very briefly) documented in the reference manual.
Hope this helps,