Dear all,
I’m a beginner of DSGE. When i tried to estimate some parameters using Bayesian method, the following problems happened:
Configuring Dynare …
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
Starting Dynare (version 4.3.2).
Starting preprocessing of the model file …
Found 59 equation(s).
Evaluating expressions…done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives: - order 1
- order 2
Processing outputs …done
Preprocessing completed.
Starting MATLAB/Octave computing.
You did not declare endogenous variables after the estimation/calib_smoother command.
ans =
empty 0-by-0 dataset
Error using eval
Undefined function or variable ‘yy’.
Error in read_variables (line 72)
dyn_tmp_01 = eval(var_names_01(dyn_i_01,:));
Error in initialize_dataset (line 32)
rawdata = read_variables(datafile,varobs,],xls.sheet,xls.range);
Error in dynare_estimation_init (line 347)
dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
Error in dynare_estimation_1 (line 59)
[dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list_, dname, ], M_, options_, oo_, estim_params_,
bayestopt_);
Error in dynare_estimation (line 70)
dynare_estimation_1(var_list,dname);
Error in shadowbank (line 519)
dynare_estimation(var_list_);
Error in dynare (line 120)
evalin(‘base’,fname) ;
“yy” is just one of my observed varibles, which i have declared correctly. According the error info, as if Dynare fail to read my .xls data file. I have followed User Guide to construct the data file, the variable names match the ones in the model. It really confused me.
Is there anybody can fix this problem? Thanks