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 Activity
About the Estimation category 1 July 24, 2017
Estimation Troubles with Gali and Monacelli (2005) 5 April 7, 2020
MCMC using Antithetic RNG 5 April 5, 2020
State space form of DSGE 5 April 1, 2020
Counterfactual analysis with shock_decomposition 3 March 31, 2020
Particle filter dynare 29 March 31, 2020
90% HPD intervals of posteriors have no width 9 March 30, 2020
Problem with Bayesian estimation 4 March 25, 2020
Call estimation in a Matlab loop 11 March 23, 2020
Error in conditional forecast after estimation 4 March 21, 2020
Prior Bayesian IRFs 3 March 20, 2020
LastSeets.file: Does dynare use it during the MCMC? 6 March 19, 2020
Percentiles in maximum likelihood estimation 3 March 15, 2020
Dynare 4.6: SV estimation? 2 March 15, 2020
Problem about the parameters in Bayesian estimation 2 March 9, 2020
Partial means test - tapering 16 March 6, 2020
Use annual data to estimate a DSGE model with Bayesian technique 7 March 6, 2020
Validation analysis 6 March 5, 2020
IRF matching Results 21 March 4, 2020
Could a variable be hit by a shock and be observed at the same time? 2 March 3, 2020
Proposal Density for the Independent Metropolis Hastings 4 February 28, 2020
Mh_tune_jscale : How much does it slow down the chain compution? 7 February 28, 2020
Adding investments shock to the model 2 February 26, 2020
Thinning after MCMC 2 February 25, 2020
Convergence Diagnostics in Smets Wouters model 2 February 25, 2020
Problem finding mode 2 February 19, 2020
Bayesian estimation's error:The steady state at the initial parameters cannot be computed 5 February 16, 2020
Pre-filter vs. no pre-filter when data used in estimation is already HP filtered 10 February 14, 2020
Error using...Plus....matrix dimensions must agree 6 February 9, 2020
Mh_jscale changed with new draws 3 February 6, 2020