rastila 发表于 2012-8-23 15:24 
shock的个数比观测变量少,卡尔曼滤波不能启动
还有一个问题,在做Byes估计时,后验分布的区间应该如何设定,我的命令是:
estimated_params;
rho_m, beta_pdf, 0.7, 0.1;
rho_h, beta_pdf, 0.7, 0.1;
rho_a, beta_pdf, 0.7, 0.1;
stderr e_h, inv_gamma_pdf, 0.2, 1;
stderr e_a, inv_gamma_pdf, 0.2, 1;
stderr e_m, inv_gamma_pdf, 0.2, 1;
end;
estimation(datafile=Simul_data, order=1, first_obs=500, mh_replic=2000, mh_nblocks=2, mh_drop=0.45, mh_jscale=0.8, bayesian_irf, irf=20) Q Y C;
老师您费心了