Estimation


ML/Bayesian estimation Questions related to frequentist full information estimation (maximum likelihood (ML)) and Bayesian estimation. Questions related to Kalman and particle filters for constructing the likelihood also belong here. SMM/GMM/IRF-Matching Questions related to the simulation method of moments (SMM) or the generalized method of moments (GMM) DSGE-VAR Questions related to the estimation of DSGE_VARs
About the Estimation category [Estimation] (1)
Particle Filter for non-linear model with stochastic volatility shock [ML/Bayesian estimation] (14)
Acceptance ratio for Metropolis Hastings after mode_compute=6 [ML/Bayesian estimation] (12)
Model Comparison with news shocks [Estimation] (9)
Interpretation of the Bayesian estimation results [ML/Bayesian estimation] (3)
Data with different frequency [ML/Bayesian estimation] (5)
Intuition for Shock Decomposition [ML/Bayesian estimation] (4)
Can I perform bayesian estimation of a non-stationary output gap filter in dynare? [ML/Bayesian estimation] (6)
Questions on info = stoch_simul(var_list_) [SMM/GMM/IRF-Matching] (2)
Bayesian IRFs problem [ML/Bayesian estimation] (3)
Fast_kalman_filter [ML/Bayesian estimation] (2)
Two curves of model and actual data on the shock decomposition graph [ML/Bayesian estimation] (2)
Some variables are missing ( 2 ) [Estimation] (23)
Fixing the value of exogenous variables during simulations [ML/Bayesian estimation] (7)
Results.mat size [Estimation] (7)
Taylor Rule with inflation targeting varying in time [ML/Bayesian estimation] (6)
Some problems in SW2007 code [ML/Bayesian estimation] (3)
A question about bayesian estimation in sw2007 [ML/Bayesian estimation] (9)
MCMC load previous estimation without recomputing [ML/Bayesian estimation] (2)
Non-Linear estimation - Guide/example code [ML/Bayesian estimation] (3)
How are model IRFs matched with VAR IRFs? [SMM/GMM/IRF-Matching] (6)
Question about Identification? [ML/Bayesian estimation] (2)
Mode_compute = 9 is not working [ML/Bayesian estimation] (2)
Troubles with DSGE-VAR estimation [DSGE-VAR] (4)
How to change color and add different hatching of the colored bars [ML/Bayesian estimation] (2)
Coefficients in A of the DSGE-VAR(Y=ZA+U) [DSGE-VAR] (6)
Bayesian IRF Graphs [ML/Bayesian estimation] (11)
Non-Linear estimation in Dynare ++ [ML/Bayesian estimation] (4)
Question about Bayesian shock_decomposition with option use_shock_groups? [ML/Bayesian estimation] (4)
Bayesian IRF plot [ML/Bayesian estimation] (13)