From 407def276d413a8d57b7576ea75f9b99db7ba68d Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 22 Apr 2024 10:45:54 +0200
Subject: [PATCH] :bug: identification: fix syntax bug that led to use of
simulated moments
---
matlab/+identification/analysis.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/matlab/+identification/analysis.m b/matlab/+identification/analysis.m
index 84059027c1..7e7933b862 100644
--- a/matlab/+identification/analysis.m
+++ b/matlab/+identification/analysis.m
@@ -300,7 +300,7 @@ if info(1) == 0 %no errors in solution
derivatives_info.no_DLIK = 1;
bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
%note that for order>1 we do not provide any information on DT,DYss,DOM in derivatives_info, such that dsge_likelihood creates an error. Therefore the computation will be based on simulated_moment_uncertainty for order>1.
- [~, info, ~, ~, AHess, ~, ~, M_, options_, ~, oo_.dr] = dsge_likelihood(params', dataset_, dataset_info, options_, M_, estim_params_, bayestopt_, bounds, oo_.dr, oo_.steady_state,oo_.exo_steady_state, oo_.exo_det_steady_state. derivatives_info); %non-used output variables need to be set for octave for some reason
+ [~, info, ~, ~, AHess, ~, ~, M_, options_, ~, oo_.dr] = dsge_likelihood(params', dataset_, dataset_info, options_, M_, estim_params_, bayestopt_, bounds, oo_.dr, oo_.steady_state,oo_.exo_steady_state, oo_.exo_det_steady_state, derivatives_info); %non-used output variables need to be set for octave for some reason
%note that for the order of parameters in AHess we have: stderr parameters come first, corr parameters second, model parameters third. the order within these blocks corresponds to the order specified in the estimated_params block
options_.analytic_derivation = analytic_derivation; %reset option
AHess = -AHess; %take negative of hessian
--
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