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.
Help, please, Which latent variable is likely to be associated with consumer sentiment (observable)? [Estimation] (2)
Help, please, Monte Carlo Sensitivity of Moments with respect to the Estimated DSGE Parameters [ML/Bayesian estimation] (2)