dynare parameterestimation
Starting Dynare (version 5.3).
Calling Dynare with arguments: none
Starting preprocessing of the model file …
Found 34 equation(s).
Evaluating expressions…done
Computing static model derivatives (order 1).
Computing dynamic model derivatives (order 2).
Processing outputs …
done
Preprocessing completed.
Equation solved.
fsolve completed because the vector of function values is near zero
as measured by the default value of the function tolerance, and
the problem appears regular as measured by the gradient.
Residuals of the static equations:
Equation number 1 : 0 : dgamma
Equation number 2 : 0 : 2
Equation number 3 : 0 : dCT
Equation number 4 : 0 : 4
Equation number 5 : 0 : 5
Equation number 6 : 0 : 6
Equation number 7 : 0 : dPhi
Equation number 8 : 0 : dX
Equation number 9 : 0 : dv
Equation number 10 : 0 : deta
Equation number 11 : 0 : 11
Equation number 12 : 0 : dN
Equation number 13 : 0 : dZ
Equation number 14 : 0 : dY
Equation number 15 : 0 : dK
Equation number 16 : 0 : dW
Equation number 17 : 0 : 17
Equation number 18 : 0 : dI
Equation number 19 : 0 : dH
Equation number 20 : 0 : dQ
Equation number 21 : 0 : dpistar
Equation number 22 : 0 : df1
Equation number 23 : 0 : df2
Equation number 24 : 0 : dPi
Equation number 25 : 0 : 25
Equation number 26 : 0 : 26
Equation number 27 : 0 : dP
Equation number 28 : 0 : dR
Equation number 29 : 0 : 29
Equation number 30 : 0 : 30
Equation number 31 : 0 : 31
Equation number 32 : 0 : dO
Equation number 33 : 0 : dA
Equation number 34 : 0 : dxi
MODEL_DIAGNOSTICS: The Jacobian of the static model is singular
MODEL_DIAGNOSTICS: there is 1 colinear relationships between the variables and the equations
Colinear variables:
dIn
Colinear equations
26 34
MODEL_DIAGNOSTICS: The presence of a singularity problem typically indicates that there is one
MODEL_DIAGNOSTICS: redundant equation entered in the model block, while another non-redundant equation
MODEL_DIAGNOSTICS: is missing. The problem often derives from Walras Law.
Error in computing likelihood for initial parameter values
ESTIMATION_CHECKS: There was an error in computing the likelihood for initial parameter values.
ESTIMATION_CHECKS: If this is not a problem with the setting of options (check the error message below),
ESTIMATION_CHECKS: you should try using the calibrated version of the model as starting values. To do
ESTIMATION_CHECKS: this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation
ESTIMATION_CHECKS: command (and after the estimated_params-block so that it does not get overwritten):
错误使用 print_info (line 32)
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=28,
n=26. You can also run model_diagnostics to get more information on what may cause this problem.
出错 print_info (line 32)
error(message);
出错 initial_estimation_checks (line 305)
print_info(info, DynareOptions.noprint, DynareOptions)
出错 dynare_estimation_1 (line 159)
oo_ =
initial_estimation_checks(objective_function,xparam1,dataset_,dataset_info,M_,estim_params_,options_,bayestopt_,bounds,oo_);
出错 dynare_estimation (line 102)
dynare_estimation_1(var_list,M_.dname);
出错 parameterestimation.driver (line 845)
oo_recursive_=dynare_estimation(var_list_);
出错 dynare (line 281)
evalin(‘base’,[fname ‘.driver’]);
Thanks for your reminder,I checked the dQ equation and solve the problem. But unfortunately it run into another error.According to the MODEL_DIAGNOSTICS, there is a collinearity problem, I think maybe there is a problem with my numerical linearization, I will check it again.