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.

About the Estimation category [Estimation] (1)
Using mode_check posterior to anticipate problems of estimation [Estimation] (3)
Mode_compute=6 still getting Error using chol Matrix must be positive definite [Estimation] (8)
Deterministic time varying parameters [Estimation] (4)
Question about oo_.shock_decomposition [Estimation] (2)
Error in computing the likelihood for initial parameter values [ML/Bayesian estimation] (7)
Parameter error: The model does not solve for prior_mean with error code info = 46 [Estimation] (2)
Identification strength/sensitivity graph [Estimation] (4)
Using different mode compute have different result [ML/Bayesian estimation] (2)
DSGEVAR error historical decomposition [DSGE-VAR] (4)
Automatic tuning of mh_jscale to attain desired acceptance ratio [ML/Bayesian estimation] (10)
State Space Model with missing observations [ML/Bayesian estimation] (16)
Using load_mh_file [ML/Bayesian estimation] (3)
Counterfactual shock decomposition [ML/Bayesian estimation] (3)
Error in computing likelihood for initial parameter values - need help :) [ML/Bayesian estimation] (4)
Problem with output gap estimation [Estimation] (7)
Does Bayesian DSGE-VAR model require all variables to be covariance statioinary? Can quarterly stock market index growth rate be used as a variable in Bayesian DSGE-VAR [DSGE-VAR] (2)
Bringing model to the data [ML/Bayesian estimation] (2)
PHI0 for DSGE-VAR and prefilter = 1 [DSGE-VAR] (1)
Manually compute variance decomposition (after estimation) [ML/Bayesian estimation] (2)
Colormap in shock_decomposition [Estimation] (3)
Same Matlab/Dynare different Results [ML/Bayesian estimation] (10)
After "prior simulate" What is the link between modelname_results.mat and endogenous variables [Estimation] (5)
Shock decomposition vs. impulse response [Estimation] (4)
How long should a dataset be in Bayesian estimation? [Estimation] (4)
How to infer missing values with Kalman filter? [Estimation] (5)
Requirements for choosing the number of observed variables [Estimation] (2)
Where can I find data used in estimation? [Estimation] (3)
Estimation with missing observations using Dynare 4.5.3 [Estimation] (3)
Conditional Variance Decomposition monetary policy [ML/Bayesian estimation] (5)