Measurement errors and bayesian estimation

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
evalin(‘base’,fname) ;**

However when running the estimation ruling out these measu. errors eveything seems working quite good. Can someone tell me what is this message about?



This could be a bug in Dynare, but it’s hard to tell without your MOD file.

Which version of Dynare are you using? Could you post your MOD file?


I’m using the last version which you provided us during the Dynare conference in June. I attached the mod file with the underlying data;
Thanks in advance and sorry for not having responded earlier.

BR, Aghaly!
CIV_NEW.m (7.72 KB)
RBC_SEPT2010.mod (5.02 KB)

I can’t reproduce the problem with neither Dynare 4.1.2, nor Dynare unstable.

Which version are you using ? (type “dynare_version” at the MATLAB prompt).

I’m using the version “dynare-2010-06-30”. This is the version provided during the Dynare conference in June 2010.
Thanks in advance.

Sorry again…It is just for a reminder .have you noticed that I disable the measurement errors during the estimation in the mod file I send you?? Probably you have to activate them again…

Please double check, but the MOD file that you posted here has measurement errors.

Also note that you probably should upgrade to the stable version of Dynare 4.1.2, or to the latest snapshot. The version that you have may contain bugs that were fixed since June 30.

Thanks a lot!!! I’ve updated my Dynare version and it works quite well…
BR, Agahly