Dear Huan,

I do not understand what would be the indeterminacy model (in Dynare we do not provide the possibility to estimate models that do not satisfy Blanchard and Kahn conditions). The posterior distribution of the models is

p(\mathcal{I}|\mathcal Y_T) = \frac{p(\mathcal{I})p(\mathcal Y_T|\mathcal{I})}
{\sum_{\mathcal{I}=\mathcal{A},\mathcal{B}}p(\mathcal{I})p(\mathcal Y_T|\mathcal{I})}

where p(\mathcal{I}) is the prior probability of model \mathcal I, and p(\mathcal Y_T|\mathcal{I}) is the likelihood of model \mathcal I, i.e. the marginal density of the sample fir model \mathcal I. You just have to replace p(\mathcal Y_T|\mathcal{I}) by the exponential of the logged marginal density returned by Dynare.

Note that Dynare provides a command `model_comparison`

(see the doc here) which may help.

Best,

Stéphane.