Sticky information model Reis (2009)

2008-0077_data.zip (2.0 MB)
Hey,
I am using Reis (2009) model, and I just replicate his results using his data. Starting with the SIBE folder, to first get the mode of the posterior distribution with the SIGE_mode: I get the following errors (matlab 2015a):

Warning: R-square and the F statistic are not well-defined unless X has a column of ones.
Type “help regress” for more information.

In regress (line 164)
In SIGE_mode (line 33)
Subscripted assignment dimension mismatch.

Error in SIGEv (line 32)
Omega(:,1:5)=PHI;

Error in SIGEloglik (line 44)
V=SIGEv(ma_m,ma_a,ma_g,ma_nu,ma_gam,Sigma);

Error in SIGEpost (line 25)
L = SIGEloglik(pars)’; % Minus Log-likelihood

Error in fmincon (line 534)
initVals.f = feval(funfcn{3},X,varargin{:});

Error in SIGE_mode (line 67)
[Mode fval a b c d hess] = …

Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.
How should I fix this??
thanks for your help
Houda

This is not Dynare code. You need to ask the original author.

Thanks dear Johannes, Yes is what I have done.
have a good day