Same code, different results with different dynare version

Estimation
1

Hi, everyone

my computer is windows 10. I installed MATLAB 2017b and Dynare 4.5.5. When I run a Dynare code under estimation(order=2), it comes out error,“Matrix must be positive definite”. then under estimation(order=1), and under stoch_simul(order=1/order=2)， dynare works well.

then, when i try to another version, dynare v4.3, v4.4, It comes out same cases. but in Dynare v4.1, under estimation(order=2),there is no error, the same code seem to run well.

Thanks!

2

Hi,

Did you try 4.5.6? This version comes with a couple of fixes for the nonlinear filters.

best,
Stéphane.

3

Thank you very much for replying me!
I try to 4.5.6, it comes out the same error messages.

4

Then you should post a mod file (with data) so that we can reproduce the error.

Best,
Stéphane.

6

sorry
cookadjusted.mod (6.6 KB)
estdat.xls (16.4 KB)

7

If you want to use a nonlinear filter, you need to add measurement errors on all the observed variables. Otherwise you will have a singularity issue.

Best,
Stéphane.

8

Thx,Stepan
i add measurement errors on all the observed variables, but it comes out the same error messages.
Update the mod-filecookadjusted.mod (6.6 KB)