I boiled down the problem to a simple AR(1) process and still get the same error message as above. Yet, I still don’t know why. There must be an obvious reason. Maybe someone can see the problem.
Here the mod.file:
Maybe the following observation might help: If I simply add the AR(1) process a=(1-rho)a_ss+rhoa(-1)+e to e.g. your test mod.file Kim(2003) as an additional line, but without observing the variable a, the identification tolbox correctly reports that the smoothing paramater cannot be identified. Once I comment out the model Kim(2003), I get the error message from above again, although the model and the AR(1) process were not related to each other.
I have fixed the bug. This happens when there is only one estimated parameter.
The bug fix is pushed to the git repository, but I also attach the relevant files to be upodated in the matlab folder for version 4.3.1. Please tell me if you have further problems.
thank you very much for your help!
Is is it right that I just have to replace the old identification_analysis.m and getJJ.m files in my dynare 4.3.1\matlab folder to fix the bug? I did this, but I still get the same error message. I also downloaded and installed version 4.3.1 again and still get the same error message.
Indeed you should replace the routines in the distribution package of 4.3.1 with the ones I sent.
My guess is that you have multiple dynare versions in your path so that matlab is using an older set of routines?
Anyhow the routines I attached work with the example you sent me.