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.
Error in computing likelihood for initial parameter values - need help :) [ML/Bayesian estimation] (4)
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)
After "prior simulate" What is the link between modelname_results.mat and endogenous variables [Estimation] (5)