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)
Theoretical Questions Related to Bayesian Estimation ( 2 ) [ML/Bayesian estimation] (27)
Estimation problems & data treatment [Estimation] (11)
Kalman Filer estimate task [Estimation] (1)
Help, please, Which latent variable is likely to be associated with consumer sentiment (observable)? [Estimation] (2)
Code running into problem [ML/Bayesian estimation] (19)
Help, please, Monte Carlo Sensitivity of Moments with respect to the Estimated DSGE Parameters [ML/Bayesian estimation] (2)
Plotting prior and posterior distribution with Dynare [ML/Bayesian estimation] (2)
The model not run, when add the series [ML/Bayesian estimation] (5)
Model not run and I'm here to hear [ML/Bayesian estimation] (4)
Constraint on covariance matrix for shocks in VAR representation of DSGE model [DSGE-VAR] (2)
ESTimation of log linearized model [ML/Bayesian estimation] (8)
Stop and resume MH [ML/Bayesian estimation] (3)
Question about nearly-zero variance in variance decomposition [ML/Bayesian estimation] (15)
Mode_compute=6 still getting Error using chol Matrix must be positive definite [Estimation] (9)
Mix Frequency Without Explicit Growth Trend [Estimation] (2)
Add series and not run [ML/Bayesian estimation] (7)
Error mesages - error in vertcat [ML/Bayesian estimation] (2)
DSGE Model Estimation Error: Kalman filter became singular [Estimation] (3)
Moment_calibration: Which options? Curvature? [ML/Bayesian estimation] (3)
How to get asymptotic covariance matrix [ML/Bayesian estimation] (4)
Invalid posterior mean [ML/Bayesian estimation] (19)
DSGVAR command error [DSGE-VAR] (6)
Bayesian Estimation does not work [ML/Bayesian estimation] (5)
Bayesian estimation of open economy model [ML/Bayesian estimation] (5)
Strange Historical Variance decomposition [Estimation] (4)
Marginal likelihood of model with KNOWN distribution of parameters [ML/Bayesian estimation] (3)
Unbounded density [ML/Bayesian estimation] (4)
Max likelihood and mode_file [ML/Bayesian estimation] (4)
Bayesian estimation yet [ML/Bayesian estimation] (7)