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Save Inverse Hessian

 

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The function tries to estimate the inverse Hessian at selected values of the estimated parameters which are imported from a user-selected mat-file. Provided that the DSGE model can be solved at these values under adaptive learning, the function uses finite differences to try to estimate the matrix. The results are stored in a mat-file which is constructed such that the results can be imported when running the posterior mode estimation routine.

 

 


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