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.
Topic Replies Activity
About the Estimation category 1 July 24, 2017
Results of shock decomposition 4 January 26, 2020
Error with Random Walk Metropolis algorithm, MCMC 11 January 26, 2020
One question about Bayesian estimation with nonstationary observable variables 2 January 26, 2020
DSGE model Estimation Problem. Matlab Stops working 6 January 26, 2020
Estimation without simulation 2 January 26, 2020
Dynare mcmc critria 3 January 21, 2020
IRF Matching Estimation 2 January 19, 2020
Error using area Too many input arguments 5 January 17, 2020
Random Walk Metropolis algorithm 8 January 14, 2020
Particle Filters 4 January 13, 2020
Random Walk Metropolis for posterior mean and standard deviation 7 December 18, 2019
Problems with mode_check plots? 2 January 9, 2020
Some Problems with calibration, shocks and mode_check? 4 January 7, 2020
Problems with Bayesian Estimation? 4 January 5, 2020
Weird mode check plots 3 January 5, 2020
Error in DSGE bayesian estimation 6 January 5, 2020
NK Model - Unable to perform assignment because the size of the left side is 4-by-3 and the size of the right side is 4-by-4 6 December 29, 2019
Problem with identification analysis before the estimation? 2 December 29, 2019
Estimating a non-linear model 6 December 21, 2019
RWMH Behavior when Jacobian of dynamic model contains Inf 6 December 19, 2019
Initial Values in Shock_decomposition 2 December 16, 2019
Problems in Bayesian Estimation 2 December 13, 2019
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