Dear all,
I am trying to estimate a DSGE-VAR model using Dynare 4.1.3 and using mode_compute=5 as an optimizer. After properly specifiyng the “dsge_prior_weight” in my code and starting the code it get the following error message:
??? Error using ==> feval
Undefined function or method ‘DsgeVarLikelihood_hh’ for input arguments of type ‘double’.
Error in ==> mr_hessian at 57
[f0, ff0]=feval(func,x,varargin{:});
Error in ==> newrat at 67
[dum, gg, htol0, igg, hhg]=mr_hessian(0,x,func_hh,flagit,htol,varargin{:});
Error in ==> dynare_estimation_1 at 443
[xparam1,hh,gg,fval,invhess] =
newrat(‘DsgeVarLikelihood’,xparam1,hh,gg,igg,crit,nit,flag,gend);
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> swfadsgevar at 695
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin(‘base’,fname) ;
Could it be that there is a potential bug in in the DSGE-VAR code in the context of using mode_compute=5? (the other optimization routines seem to work fine)
Thank you very much in advance for your feedback!
George