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
Estimation can't take place because because too many shocks have been calibrated with zero variance 6 December 10, 2019
Max number of times series in the data file 2 December 6, 2019
Why does conditional_forecast only work for some shocks? 2 December 2, 2019
Bayesian Estimation_error message_problem to call xls file 6 November 28, 2019
DSGE_VAR prior weight equals inf not allowed? bugs? 7 November 29, 2019
Generalized method of moments (GMM Model) 3 November 29, 2019
Adaptive learning 4 November 29, 2019
Setting a path for a shock in Kalman filter 3 November 29, 2019
Difference between log-post from mode_check plot and posterior from MH 6 November 28, 2019
Changes in mode_compute=4 between Dynare 4.4.3 and 4.5.3? 4 November 28, 2019
Problem about Bayesian estimation 5 November 20, 2019
Writtng a dsgevar_forecast function 8 November 9, 2019
Too many shocks are calibrated with 0 variance 2 November 6, 2019
Confidence interval for smoothed shocks 2 November 6, 2019
Non-linear estimation with pruning 3 November 2, 2019
Theoretical Questions Related to Bayesian Estimation 44 November 1, 2019
Estimation of an Unobserved Components Model using the Multivariate Diffuse Kalman Filter 3 October 29, 2019
Estimation Smets and Wouters 2007_45 2 October 29, 2019
Bayesian Estimation outcome 11 October 29, 2019
About the smoothing procedure in Dynare 4.5.7 7 October 20, 2019
Filter_step_ahead option 2 October 20, 2019
Dsge model for central bank 2 October 20, 2019
Error in estimation - Log density is -Inf 8 October 20, 2019
Maximum a posteriori estimation (MAE) in DSGE but not in BVAR 4 October 9, 2019
Particle filter estimation - "Matrix must be positive definite" error 4 October 9, 2019
Erros in Bayesian estimation,could anyboby help me with this? 3 October 9, 2019
Use annual data to estimate a DSGE model with Bayesian technique 6 October 9, 2019
How to improve the mode check plots 8 September 29, 2019
Hessian matrix at the "mode" is not positive definite...but the marginal density is displayed anyway? 5 October 3, 2019