From 0108d60399c2f396da4c9a5da35994a88eefdb83 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 3 Jun 2019 11:02:24 +0200
Subject: [PATCH] initial_estimation_checks.m: Allow for calibrated measurement
error
(cherry picked from commit da0ad6736761a60faf10799f63b81e2c69547b6c)
---
matlab/initial_estimation_checks.m | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index 6facae426b..b6a97e1300 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -45,11 +45,13 @@ if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
error('initial_estimation_checks:: particle filtering does not support missing observations')
end
-if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn
+non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
+
+if maximum_number_non_missing_observations>Model.exo_nbr+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end
-if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
+if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end
--
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