Dear all,
Does anybody know where Dynare stores the value of the likelihood when it does ML so that I can call it?
Thank you
Jean-Paul
Dear all,
Does anybody know where Dynare stores the value of the likelihood when it does ML so that I can call it?
Thank you
Jean-Paul
dynare_estimation.m
You could find exact place within file by searching “fminunc”. That is way to call likelihood function that I use.
If you need only value of likelihood function then you could use value that is shown by DYNARE (when you use estimation). It is saved at log-file.
I don’t know whether Likelihood value is saved at output variables or not.