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Re: Estimating the parameters of DSGE models

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David, I have followed the command you used but I keep receiving error messages as follows. Kindly help me with the do-file.
Thanks Eric

. dsge (p = {alpha}*E(F.r) + e)
syntax error
equation invalid
r(198);

. (r = {beta}*ip + m )
is not a valid command name
r(199);

. (F.m = {rho}*m, state)
is not a valid command name
r(199);

. (F.e = {theta1}*e + {theta2}*Le, state)
is not a valid command name
r(199);

. (F.Le = e, state noshock), nolog
is not a valid command name
r(199);


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