Problems of bayesian estimation

Estimation ML/Bayesian estimation
1

"Error using load_xls_file_data (line 127)
load_xls_file_data: I am not able to read the dates!

Error in dseries (line 130)
[freq,init,data,varlist] = load_xls_file_data(varargin{1}, sheet, range);

Error in makedataset (line 121)
DynareDataset = dseries(datafile);

Error in dynare_estimation_init (line 538)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_,
options_.dsge_var*options_.dsge_varlag, gsa_flag);

Error in dynare_estimation_1 (line 116)
dynare_estimation_init(var_list_, dname, [], M_, options_, oo_, estim_params_, bayestopt_);

Error in dynare_estimation (line 105)
dynare_estimation_1(var_list,dname);

Error in mod_c_modificacoes (line 1052)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin(‘base’,fname) ;
"

The message show me in command window, but I what’s happen, dmod_c_modificacoes.mod (14.7 KB)
dados_tese1.xlsx (11.4 KB)
oes anyone know how to solve it?

2

@jpfeifer and @ykkoca could help me?

3

There is something wrong with the excel file you try to read from. If you read the excel file using xlsread function in Matlab,

[num,txt,raw] = xlsread('test.xlsx', 1)

you will see that the variable txt is a multidimensional char array, whereas it should be a row vector of chars. You need to correct for this and try again.

Furthermore, you might be estimating too much parameters given your sample size, although this is unrelated to the current issue.

4

Yeah,
Im tryed run, what you say, but not work.

Thanks

5

Error using load_mat_file_data_legacy (line 30)
makedataset: The variable(s) Bstar, C, I, Q, Y, b_i, b_iw, er, j_B, pie, pie_star, q_h, r_bw, r_ib, y_exp listed in varobs are not contained in the dataset

Error in makedataset (line 128)
DynareDataset = load_mat_file_data_legacy(datafile, DynareOptions.varobs);

Error in dynare_estimation_init (line 538)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_,
options_.dsge_var*options_.dsge_varlag, gsa_flag);

Error in dynare_estimation_1 (line 116)
dynare_estimation_init(var_list_, dname, , M_, options_, oo_, estim_params_, bayestopt_);

Error in dynare_estimation (line 105)
dynare_estimation_1(var_list,dname);

Error in mod_c_modificacoes (line 1053)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin(‘base’,fname) ;

estimation(datafile=‘dadostese3.xlsx’,xls_sheet=sheet1, xls_range=A1:P21, mode_compute=6, mh_jscale=0.30, presample=1, prefilter=0, prior_trunc=1e-14,mh_replic=10000000, mh_nblocks=2, filtered_vars, lik_init=1, order=1, mode_check, irf=40, bayesian_irf, tex);

dadostese3.mat (2.7 KB)dadostese3.xlsx (11.8 KB)

6

Please somebody help me!

7

Error using load_xls_file_data (line 127)
load_xls_file_data: I am not able to read the dates!

Error in dseries (line 130)
[freq,init,data,varlist] = load_xls_file_data(varargin{1}, sheet, range);

Error in makedataset (line 121)
DynareDataset = dseries(datafile);

Error in dynare_estimation_init (line 538)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_,
options_.dsge_var*options_.dsge_varlag, gsa_flag);

Error in dynare_estimation_1 (line 116)
dynare_estimation_init(var_list_, dname, [], M_, options_, oo_, estim_params_, bayestopt_);

Error in dynare_estimation (line 105)
dynare_estimation_1(var_list,dname);

Error in mod_c_modificacoes (line 1056)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin(‘base’,fname) ;

I dont know because the program not read the file. What can I do?

8

Dear professor @jpfeifer, could you help me?

9

As @ykkoca indicated, there is a problem with the Excel file. When I open your Excel file, Excel tells me that the numbers are saved as text. That cannot work.

10

Thank you very much.