Estimation


DSGE-VAR Questions related to the estimation of DSGE_VARs
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.

About the Estimation category [Estimation] (1)
Question about nearly-zero variance in variance decomposition [ML/Bayesian estimation] (12)
Forecast error variance decomposition for DSGE-VAR? [DSGE-VAR] (1)
Bringing model to the data [ML/Bayesian estimation] (14)
Smoothed_state_uncertainty command [Estimation] (2)
Reading trace plot [ML/Bayesian estimation] (3)
Opinion on shock decomposition graph [Estimation] (3)
Unexpected crash, Metropolis-Hastings [Estimation] (5)
Initial estimated checks [ML/Bayesian estimation] (8)
Estimating VAR block within DSGE model [Estimation] (4)
Steady state file in estimation: parameter assignment [Estimation] (7)
Standard errors after posterior maximization [ML/Bayesian estimation] (2)
Theoretical Questions Related to Bayesian Estimation [DSGE-VAR] (6)
DSGE Model Estimation Error: Kalman filter became singular [Estimation] (2)
Plotting autocorrelation functions after estimation [ML/Bayesian estimation] (2)
Endogenous priors error [Estimation] (3)
Beta and other priors in Dynare [ML/Bayesian estimation] (3)
Bayesian impulse responses [DSGE-VAR] (10)
Shocks: Estimated standard deviations [ML/Bayesian estimation] (14)
Zero acceptance rate for some blocks [Estimation] (5)
Calculating RMSEs [ML/Bayesian estimation] (3)
Non-linear Kalman-filter: mode_compute and hessian [ML/Bayesian estimation] (5)
Invalid posterior mean [ML/Bayesian estimation] (14)
Qestion about the result of mode_check [ML/Bayesian estimation] (6)
Octave and parallel estimation on Windows 10 i7 4 core PC [ML/Bayesian estimation] (6)
Two questions on convergence diagnostics [ML/Bayesian estimation] (4)
Max likelihood and mode_file [ML/Bayesian estimation] (3)
High correlation in observation data [ML/Bayesian estimation] (10)
No Posterior after Bayesian estimation of DSGE model [ML/Bayesian estimation] (2)
Doing forecast with DSGE model [ML/Bayesian estimation] (4)