Looking for answers I obtained the same error when running dynare 4.4.3 with my mode file ( nonlinearomeg_22 USA.zip ) and dynare 4.3.3 with the .mod and steady state files in annexes ( see uribe.zip folder, source Bayesian Estimation and Steady State Updating).
Must I conclude that both steady state files are overwriting all parameter changes the MCMC does or it is indeed another problem?
ERROR:
==== Identification analysis ====
Testing posterior mode
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 2
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 3
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 4
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 5
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 6
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 7
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 8
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 9
The number of moments with non-zero derivative is smaller than the number of parameters
Try increasing ar = 10
The number of moments with non-zero derivative is smaller than the number of parameters
up to 10 lags: check your model
Either further increase ar or reduce the list of estimated parameters
Error using identification_analysis (line 102)
IDETooManyParams
Error in dynare_identification (line 280)
[idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point, info] = …
Error in nonlinearomega (line 1887)
dynare_identification(options_ident);
Error in dynare (line 180)
evalin(‘base’,fname) ;
nonlinearomega-2 2 USA.zip (666 KB)
uribe.zip (34.1 KB)