EDIT: solved but I cannot really mark one thread as a solution. Rather, for discussions and Dynare code changes, please check the last two threads or so by Johannes.
I was wondering whether there are ways to set the initial starting point for the RWMH estimation? Currently, my code gives “the hessian matrix at the “mode” is not positive definite” after computing mode with some Nelder-Mead method. But I don’t really want Dynare to check whether the mode is well-identified or not, i.e., I don’t want to compute that Hessian, and would like to skip that part but just jump into the RWMH. Are there ways to skip the mode computations and set the starting point directly? Thanks a lot!