This is a quasi-bug in Dynare. Your combination of using a parameter defined within the shocks-block to estimate a variance does not work. Instead of
[code]shocks;
var ec;sicg^2;
end;
estimated_params;
sigc, inv_gamma_PDF,0.05,0.1;
end;
[/code]
use
[code]shocks;
var ec;sicg^2;
end;
estimated_params;
stderr ec, inv_gamma_PDF,0.05,0.1;
end;
[/code]