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
Multiple Blocks Metropolis-Hastings Algorithm 3 August 23, 2019
NK Baseline Model 2 August 22, 2019
How to set date in historical decomposition dynare 5 August 22, 2019
Placing dates on the horizontal axis of shock decomposition 10 August 16, 2019
Syntax error, unexpected name, but always the same line 3 August 18, 2019
Confidence intervals for deep parameters after Bayesian estimation 11 August 13, 2019
Please help! strange smoothed shock and histogrical shock decomposition 2 August 12, 2019
Non-linear Kalman-filter: mode_compute and hessian 6 August 9, 2019
Set_all_parameters 5 August 9, 2019
IRF's become explosive after with posterior modes 4 August 9, 2019
Option to automate achieving target acceptance ratio during MCMC 2 August 9, 2019
How to infer missing values with Kalman filter? 5 January 29, 2018
Asymmetric Impulse Response Functions 2 August 7, 2019
Postestimation Command for Bayesian DSGE model 2 August 7, 2019
Estimation with a Large Region of Indeterminacy 8 August 7, 2019
Contemporaneous correlations using different draws from the postierior 8 August 1, 2019
Mh_recover does not work 4 July 31, 2019
A strange error during Bayesian estimation 5 July 31, 2019
How to see whether the model fit the real data well? 4 July 30, 2019
Posterior samples and forecasting 2 July 30, 2019
Negative values as priors 4 July 26, 2019
Data preparation for estimation 9 July 25, 2019
Market clearing equation and associated dilemma in estimation 4 July 25, 2019
Update (in a loop) the initial parameters in dynare estimation 2 July 21, 2019
Adaptive learning 2 July 10, 2019
About estimation issue 2 July 10, 2019
Multi-modal with mode_compute = 4 7 June 22, 2019
Forecast does not create output 15 June 29, 2019
Error: the forecast error variance in the multivariate Kalman filter became singular 4 June 28, 2019