Estimation


SMM/GMM/IRF-Matching Questions related to the simulation method of moments (SMM) or the generalized method of moments (GMM) 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. DSGE-VAR Questions related to the estimation of DSGE_VARs
About the Estimation category [Estimation] (1)
Prior more restrictive and estimation [ML/Bayesian estimation] (5)
Questions regarding Baynesian Estimation [Estimation] (9)
Recursive Forecasting issues with Dynare 4.5.2 [ML/Bayesian estimation] (5)
Percentiles in variance decomposition [Estimation] (3)
Question about numerical solution and Bayesian estimation? [ML/Bayesian estimation] (2)
Bayesian Estimation and Steady State Updating [ML/Bayesian estimation] (13)
Problem in Bayesian estimation [ML/Bayesian estimation] (19)
Plotting maximum likelihood [ML/Bayesian estimation] (1)
Information about Detrending Variables [ML/Bayesian estimation] (3)
Estimating a DSGE Model and want to check RMSE for model evaluation [ML/Bayesian estimation] (2)
Plots of priors and posteriors missing_ [ML/Bayesian estimation] (3)
Estimated_para_init command [ML/Bayesian estimation] (7)
Adding steady state priors [Estimation] (3)
Use_calibration option [ML/Bayesian estimation] (3)
Introducing Nowcast as an observable [ML/Bayesian estimation] (4)
Prefilter = 1; and forecast [Estimation] (3)
Question in Bayesian estimation [ML/Bayesian estimation] (6)
Problems importing data [ML/Bayesian estimation] (6)
Unexpected negative signs for the smoothed variables [ML/Bayesian estimation] (8)
Estimation with different Dynare versions [ML/Bayesian estimation] (2)
Problems encountered in estimation [ML/Bayesian estimation] (14)
Set_param_value for shock std devs? [Estimation] (2)
Measurement error parameter on the bound [ML/Bayesian estimation] (7)
Bayesian IRF and intervals [ML/Bayesian estimation] (2)
Observation Equation for demeaned, first differenced data [ML/Bayesian estimation] (5)
Question about bayesian estimation [ML/Bayesian estimation] (12)
Some variables are missing ( 2 ) [Estimation] (23)
Estimate News shock [ML/Bayesian estimation] (2)
Automating great-ratio adjustment in repeated quarterly estimation [Estimation] (8)