Estimation


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 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.
Topic Replies Created
About the Estimation category 1 July 24, 2017
B-K conditions are not satisfied but The rank condition is verified 15 April 13, 2019
Is there a limit for mh_jscale? 5 April 10, 2019
Expressing observed variables 6 March 21, 2019
Positive Hessian when starting non-linear estimation 3 April 16, 2019
The Bayesian IRF 3 April 8, 2019
Parameter calibration 13 March 25, 2019
Problem with Dynare 4.5.7 2 April 10, 2019
Calculation of marginal density of ANY data 3 April 8, 2019
Interpretation of Bayesian DSGE mode check plot / posterior graph 2 April 3, 2019
Contemporaneous correlation in estimation command 2 March 31, 2019
Identifying posteriors based on MCMC and Laplace post estimation 4 March 30, 2019
DSGE forecasting in dynare 15 April 6, 2015
Time-varying Parameter Model with Dynare 3 March 21, 2019
Generalized method of moments in Dynare 7 March 24, 2019
Setting parameters at the posterior mode 2 March 23, 2019
Producing DSGE-VAR Forecast 6 February 20, 2019
Stochastic singularity 2 March 12, 2019
Model Comparison with news shocks 20 February 13, 2019
Hessian computation 12 July 11, 2017
How can I use filtered_vars options? 14 March 2, 2019
About Forecast of endogenous variable 4 February 22, 2019
Posterior draws - multiple chains rather than long chains 2 February 27, 2019
Posterior predictive moments 8 February 19, 2019
Where the results of the command with option use_shock_groups are stored 3 February 26, 2019
Non-zero mean smoothed variables 3 February 20, 2019
Shock decomposition - shocks names display 7 November 20, 2017
Initialization of Kalman filter for estimation 8 June 18, 2016
Question on Bayesian IRF Graphs 4 February 24, 2019
Graph produced by shock_decomposition 9 January 31, 2015