identification_analysis.m

function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex, init)
% function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex, init)
% given the parameter vector params, wraps all identification analyses
%
% INPUTS
%    o params             [array] parameter values for identification checks
%    o indx               [array] index of estimated parameters
%    o indexo             [array] index of estimated shocks
%    o options_ident      [structure] identification options
%    o data_info          [structure] data info for Kalmna Filter
%    o prior_exist        [integer] 
%                           =1 when prior exists and indentification is checked only for estimated params and shocks
%                           =0 when prior is not defined and indentification is checked for all params and shocks
%    o nem_tex            [char] list of tex names
%    o init               [integer] flag  for initialization of persistent vars
%    
% OUTPUTS
%    o ide_hess           [structure] identification results using Asymptotic Hessian
%    o ide_moments        [structure] identification results using theoretical moments
%    o ide_model          [structure] identification results using reduced form solution
%    o ide_lre            [structure] identification results using LRE model
%    o derivatives_info   [structure] info about analytic derivs
%    o info               output from dynare resolve
%    
% SPECIAL REQUIREMENTS
%    None

% Copyright (C) 2008-2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License 
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

global oo_ M_ options_ bayestopt_ estim_params_
persistent indH indJJ indLRE

nparam=length(params);
np=length(indx);
offset=nparam-np;
set_all_parameters(params);

nlags = options_ident.ar;
useautocorr = options_ident.useautocorr;
advanced = options_ident.advanced;
replic = options_ident.replic;
periods = options_ident.periods;
max_dim_cova_group = options_ident.max_dim_cova_group;
normalize_jacobians = options_ident.normalize_jacobians;
[I,J]=find(M_.lead_lag_incidence');

ide_hess = struct();
ide_moments = struct();
ide_model = struct();
ide_lre = struct();
derivatives_info = struct();

[A,B,ys,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_);
if info(1)==0,
    oo0=oo_;