I’m running a bayesian estimation and I include measurement errors in all my observables. I estimate these measurment errors as follow: say x_o is an observable, then I specify the following:
stderr x_o, gamma_pdf, 0.02,0.01;
The problem I experience is that I got the following error message which I don’t get at all!
**??? Undefined function or variable “ST”.
Error in ==> DsgeSmoother at 193
[alphahat,epsilonhat,etahat,ahat,P,aK,PK,decomp] = …
Error in ==> dynare_estimation_1 at 1118
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = DsgeSmoother(xparam1,gend,data,data_index,missing_value);
Error in ==> dynare_estimation at 62
Error in ==> RBC_AUG at 331
Error in ==> dynare at 132
However when running the estimation ruling out these measu. errors eveything seems working quite good. Can someone tell me what is this message about?