I estimate a model with maximum likelihood (see file in attachment) and I do not manage to produce a shock decomposition exercise. I get the message:

“shock_decomposition: option parameter_set is not specified and posterior mode is not available”

Do I miss a specific command? Note that this question was already raised in a post (federico, on Fri Sep 05, 2014 11:14 am) but without answer.

Thanks ! (7.79 KB)

This seems to be a bug. I will keep you updated. For now, simply put

before the shock_decomposition command

Perfect. Many thanks !