SE_shock parameter


#1

Hello,

I’m having a problem with the estimation. I launched the identification command to see if I’m able see if the model is able to identify the parameters, but when I do that, this appears

Collinearity patterns with 1 parameter(s)
Parameter [ Expl. params ] cosn
SE_es [ SE_eae ] 0.9371254
SE_esk [ alpha ] 0.9890927
SE_eg [ rhog ] 0.9757004
SE_eei [ phiy ] 0.9964597
SE_eae [ rhoae ] 0.9808524
SE_ealk [ rhogalk ] 0.9509114

However, in my model there is any parameter called SE_.

What appears after SE_ are the shocks.

Does anyone has an explanation for this?

Thanks in advance.

Regards,

Veronica


#2

SE is for “standard error”. This represents the shock variances you are estimating