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
Dsge model for central bank 1 October 18, 2019
Bayesian Estimation outcome 1 October 18, 2019
Error in estimation - Log density is -Inf 7 October 18, 2019
About the smoothing procedure in Dynare 4.5.7 5 October 17, 2019
Estimation of an Unobserved Components Model using the Multivariate Diffuse Kalman Filter 2 October 17, 2019
Bayesian Estimation_error message_problem to call xls file 4 October 17, 2019
Maximum a posteriori estimation (MAE) in DSGE but not in BVAR 4 October 9, 2019
Particle filter estimation - "Matrix must be positive definite" error 4 October 9, 2019
Erros in Bayesian estimation,could anyboby help me with this? 3 October 9, 2019
Use annual data to estimate a DSGE model with Bayesian technique 6 October 9, 2019
How to improve the mode check plots 8 September 29, 2019
Hessian matrix at the "mode" is not positive definite...but the marginal density is displayed anyway? 5 October 3, 2019
Estimation with dynare 4.5.7 2 October 2, 2019
Set initial value for forecast in estimation 4 September 29, 2019
Bayesian Estimation dseries /extract 7 September 26, 2019
Stochastic Singularity and Variable correlation 8 September 26, 2019
Why there are no time series in Dynare code 13 September 26, 2019
6 shocks- 5 data sets but no stochastic singularity 2 September 25, 2019
How to estimate DSGE parameters 2 September 22, 2019
Help with trying to run mod file 5 September 19, 2019
Bayesian estimation in dynare 5 September 19, 2019
Univariate diffuse kalman filter: T does influence the rank of Pinf! 3 September 19, 2019
Unit root in a new Keynesian model 2 September 19, 2019
Estimating DSGE model for small open economy 5 September 19, 2019
Missing observation 2 September 17, 2019
Market clearing equation and associated dilemma in estimation 7 September 14, 2019
Comparison with Marginal Density 8 September 9, 2019
Comparison two models of DSGEs 2 September 8, 2019
Calculating the standard error by bounds 2 September 8, 2019