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	Views	Activity
About the Estimation category Estimation	0	820	July 24, 2017
Why do FilteredVariablesKStepAhead and RecursiveForecast differ? Estimation	6	35	June 7, 2023
Diagnosing apparent stochastic singularity Estimation	1	19	June 7, 2023
Parameters are PAIRWISE collinear! ML/Bayesian estimation	1	27	June 2, 2023
Mode check plots and mode Estimation	15	1656	May 30, 2023
Error in Estimation Under Indeterminacy (BK conditions) Estimation	1	54	May 28, 2023
Some problems with Bayesian estimation Estimation	1	39	May 28, 2023
Dynare estimation in different sub-samples ML/Bayesian estimation	3	52	May 25, 2023
How are model IRFs matched with VAR IRFs? SMM/GMM/IRF-Matching	11	1875	May 24, 2023
Bayesian estimation with unit root ML/Bayesian estimation	4	75	May 19, 2023
Dynare(Matlab) result in Latex format ML/Bayesian estimation	3	94	May 18, 2023
Problem in estimating the Preferred-Habitat term structure model Estimation	6	50	May 16, 2023
Estimating Environmental DSGE Model ML/Bayesian estimation	1	59	May 16, 2023
Moment matching in borrower/saver DSGE model SMM/GMM/IRF-Matching	7	78	May 15, 2023
How much should I set the mh_replic ML/Bayesian estimation	13	109	May 15, 2023
One side HP-filter and model fit to real data ML/Bayesian estimation	12	569	May 3, 2023
Identification strength value near 0 ML/Bayesian estimation	4	103	May 2, 2023
Piecewise Kalman filter ML/Bayesian estimation	3	83	May 1, 2023
Estimation can't take place ML/Bayesian estimation	8	109	April 28, 2023
X-13 ARIMA-SEATS with Dynare ML/Bayesian estimation	11	92	April 27, 2023
Conditional historical simulations/forecasts ML/Bayesian estimation	3	87	April 27, 2023
Estimating Smets and Wouters ML/Bayesian estimation	1	48	April 27, 2023
DSGE no steady state ML/Bayesian estimation	2	99	April 25, 2023
Exogenous variables in BVAR ML/Bayesian estimation	1	52	April 24, 2023
Questions about dynare code? Estimation	16	444	April 24, 2023
Feed Different High-Dimensional Parameters to Dynare for SMM SMM/GMM/IRF-Matching	13	147	April 14, 2023
Variance Decomposition in SW2007 (code vs paper) ML/Bayesian estimation	4	152	April 13, 2023
Estimation problem onLog data density is Inf and modified harmonic mean estimator ML/Bayesian estimation	17	242	April 8, 2023
Prameter estimation ML/Bayesian estimation	14	109	April 6, 2023
Save draws from multiple chains run in parallele ML/Bayesian estimation	10	115	April 5, 2023