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
Suppress optimization output 4 June 25, 2019
Multi-modal with mode_compute = 4 7 June 22, 2019
Where is contemporaneous cross-correlation? 6 June 21, 2019
Kalman Filter in Dynare vs MATLAB 9 June 17, 2019
Specifying Measurement Equation 10 June 11, 2019
Changing model within estimation command 5 June 11, 2019
RBC estimation error 2 June 5, 2019
Inconcistency between mh_nblocks and options_.mh_nblck 3 June 3, 2019
Sd. Term of Trade looks fine 2 June 3, 2019
Bayesian estimation Error using 7 June 3, 2019
Theoretical Questions Related to Bayesian Estimation 43 June 1, 2019
Generating the predicted value in Dynare 2 June 1, 2019
Need help:estimation error 3 May 28, 2019
90% HPD interval 2 May 26, 2019
Question about Rolling Windows 3 May 24, 2019
Estimating DSGE Model 2 May 24, 2019
Problems "The steady state contains NaN or Inf " 3 May 23, 2019
Forecasting with exogenous variables as observables 3 May 23, 2019
External SS file and Bayesian estimation 9 May 16, 2019
Problem with estimating the model by Sims, Garin and Lester (2018) 2 May 16, 2019
Data with different frequency 7 May 13, 2019
Graph from historical decomposition 3 May 12, 2019
Using Output growth QoQ or YoY 2 May 11, 2019
Use annual data to estimate a DSGE model with Bayesian technique 4 May 9, 2019
Problem estimation adjustment costs 3 May 9, 2019
DSGE model with banking sector 2 May 9, 2019
An error in computing likelihood for initial parameter values 3 May 8, 2019
Mesurement system 3 May 8, 2019
DSGE with simple adaptive learning rule 3 May 2, 2019