yuanxinqiang 发表于 2014-3-29 22:26 
没有声明内生变量
用关键词var声明
我声明了呀，程序如下，能不能帮我看下有什么问题，谢谢
var y c k i l yl w r z;
varexo e;
parameters beta psi delta alpha rho epsilon;
model;
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
psi*c/(1-l) = w;
c+i = y;
y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
r = y*((epsilon-1)/epsilon)*alpha/k(-1);
i = k-(1-delta)*k(-1);
yl = y/l;
z = rho*z(-1)+e;
end;
varobs y i;
initval;
k = 9;
c = 0.76;
l = 0.3;
w = 2.07;
r = 0.03;
z = 0;
e = 0;
end;
estimated_params;
alpha,beta_pdf,0.35,0.02;
beta,beta_pdf,0.99,0.002;
delta,beta_pdf,0.025,0.003;
psi,gamma_pdf,1.75,0.1;
rho,beta_pdf,0.95,0.05;
epsilon,gamma_pdf,10,0.5;
stderr e,inv_gamma_pdf,0.01,inf;
end;
estimation(datafile=biyelunwen,nobs=200,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8,
mode_compute=4)y i;
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