I read from the dynare documentation that if I include the ‘’ smoother’’ option under the ‘‘estimation’’ command I can get the expected value of (endogenous) variables given info at date ‘‘t’’ (I am quoting below the extract from doc.pdf).
acutally I tried this option and with the MH replications greater than 10,000 but in the ‘‘oo_’’ folder I could not see any folder with the name ‘‘oo_.UpdatedVariables’’
Is there something I am missing here?
Should I activate any other option to get these results?
I am attaching the relevant (ZIP) files attached .
Obviously I could not send the FILENAME_results.mat file so you could check it right away (without running hte estimation yourself)
As I said the ''oo_UpdatedVariables ‘’ folders does not come up once the MH replications are done.
Thanks again for your time !
UPDATE: I tried in Dynare 4.4.3 and in the unstable version as well (11 December2016 version)