To setup the example you can proceed as follows:
2. | On the same tab click on the browse button next to the measurement equation file edit box. Go to the directory example\AnSchorfheide and select the file MeasurementEqFile.m. |
3. | On the same tab click on the browse button next to the prior distribution specification file edit box. Go to the directory example\AnSchorfheide\data and select the file AnSchorfheidePrior.wk1. |
4. | On the same tab click on the browse button next to the file with parameters to update edit box. Go to the directory example\AnSchorfheide and select the file MoreASParameters.m. |
5. | On the same tab click on the browse button next to the AiM model file edit box. Go to the directory example\AnSchorfheide and select the file AnSchorfheideModel.aim. |
7. | Click on the set state variables button on the toolbar or on the Actions menu. Make sure the following 7 variables are selected: yhat, pihat, chat, rhat, ghat, zhat, and yhatlag. To verify the selections you must click on the OK button. |
8. | Click on the set state shocks button on the toolbar or on the Actions menu. Make sure the following 3 variables are selected: etaR, etaG, and etaZ. To verify the selections you must click on the OK button. |
9. | Click on the save model button on the toolbar or on the File menu. |
If you have successfully setup the example, the estimate posterior mode button should be enabled on the toolbar and on the Actions menu.
Page url:
http://www.texlips.net/yada/help/index.html?how_do_i_setup_the_an_and_scho.htm