Estimation


DSGE-VAR Questions related to the estimation of DSGE_VARs SMM/GMM/IRF-Matching Questions related to the simulation method of moments (SMM) or the generalized method of moments (GMM) 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)
Acceptance ratio for Metropolis Hastings after mode_compute=6 [ML/Bayesian estimation] (4)
Posterior mode green dashed line? [ML/Bayesian estimation] (14)
Kalman filter precision and speed [ML/Bayesian estimation] (5)
Data of forecast values in Octave [Estimation] (19)
Indeterminacy at posterior mode [Estimation] (9)
Bayesian estimation result about the parameter in Taylor Rule [Estimation] (5)
Counterfactual scenarios [ML/Bayesian estimation] (8)
Specifying optimiser options outside the estimation command [Estimation] (6)
How to apply second order approximation to Stigliz-Dixit equation? [Estimation] (4)
Loop over permanent shocks [Estimation] (5)
A question about mode check plot? [Estimation] (3)
Different posterior distribution of a parameter in same plot [Estimation] (3)
Inıtıal Conditions of the nonstationary variables cannot be estimated [ML/Bayesian estimation] (2)
Paramter values for Bayestian estimation? [Estimation] (4)
Input Data for Estimation [Estimation] (2)
How are model IRFs matched with VAR IRFs? [SMM/GMM/IRF-Matching] (3)
Which results to choose? Bayesian estimation [Estimation] (2)
Why there is no GMM/SMM functions in Dynare [Estimation] (3)
Steady_state_model and diffuse_filter [Estimation] (9)
How to compute the correlations of endogenous variables using the posterior mean with hp filter [Estimation] (3)
Theoretical Questions Related to Bayesian Estimation ( 2 3 ) [ML/Bayesian estimation] (41)
Bayesian estimation - Kalman filter - new Dynare version [ML/Bayesian estimation] (2)
Posterior distribution of smoothed (unobserved) variables [ML/Bayesian estimation] (3)
Variance decomposition [ML/Bayesian estimation] (14)
The Outcome of Shock Decomposition isn't Identical to the Observed Variables [ML/Bayesian estimation] (6)
Prior predictive check [ML/Bayesian estimation] (4)
Smoother changes between Dynare versions! [ML/Bayesian estimation] (3)
Data transformation and posterior distribution spikes [ML/Bayesian estimation] (6)
Counterfactual analysis code and Dynare versions! [Estimation] (2)