Where are the sample chains stored?

[wupeifan]

I was wondering where Dynare stores the whole sample chain? I believe they are stored somewhere but it’s hard to find.
Thank you.

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EDIT: The folder mentioned below was by default hidden on Windows.

[jpfeifer]

Confidence intervals for deep parameters after Bayesian estimation

Not sure I understand the question perfectly, but i will have a go at answering it. You can do it easily enough by loading the matrix x2 in the mh_block file from the metropolis folder that is created when you do MCMC, or you can pick random draws from that matrix. If you have say 1000 draws for x and 1000 draws of y, z=x./y (that is element by element), and then use the matlab percentile commands to get the intervals, or do a ksdensity or histogram if you are interested in that. Reuben

[wupeifan]

Got it – the folder is hidden by default so I didn’t find it at the beginning. Thanks!