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	Views	Activity
About the Estimation category Estimation	0	1054	July 24, 2017
BK condition fails for initial_estimation_checks but works for stoch_simul ML/Bayesian estimation	1	6	January 13, 2025
Bayesian Estimation: Issues with Mode Check Plot and Identification ML/Bayesian estimation	2	26	January 10, 2025
Non-Linear DSGE Estimation ML/Bayesian estimation	2	30	January 10, 2025
Filter decomposition of k-steps ahead filtered values ML/Bayesian estimation	1	14	January 9, 2025
General dynare questions - non linear new keynesian model ML/Bayesian estimation	3	31	January 6, 2025
Questions about the shock decomposition ML/Bayesian estimation	1	21	January 6, 2025
Using mcmc to estimation parametes in NK_model whit calvo pricing ML/Bayesian estimation	1	13	January 6, 2025
How to Generate IRFs with Confidence Intervals after GMM Estimation？ SMM/GMM/IRF-Matching	1	29	December 16, 2024
A request for help running a semi-structural model ML/Bayesian estimation	5	166	December 14, 2024
Calibrated Smoother at order=2 ML/Bayesian estimation	5	751	December 13, 2024
SMM moment matching problem Estimation	5	42	December 12, 2024
DSGE-BVAR model DSGE-VAR	3	67	December 11, 2024
Weird mode check plot, why? ML/Bayesian estimation	5	61	December 10, 2024
SMC order of approximation Estimation	2	24	December 5, 2024
Filter of the smoothed variables ML/Bayesian estimation	1	16	December 2, 2024
Help Needed: DSGE Model Bayesian Estimation ML/Bayesian estimation	15	188	November 28, 2024
TANK for real economic data Estimation	4	50	November 25, 2024
Simple RBC model setup error for bayesian estimation ML/Bayesian estimation	164	1583	November 22, 2024
Error using ==> chol Matrix must be positive definite ML/Bayesian estimation	6	3485	November 17, 2024
Big performance differences between x86-64 and ARM? ML/Bayesian estimation	3	71	November 15, 2024
Standard deviation from data vs theoretical standard deviation ML/Bayesian estimation	1	16	November 15, 2024
Bayesian Estimation/ Model consistent Shock sizes ML/Bayesian estimation	3	24	November 13, 2024
How to solve:Log data density [Laplace approximation] is NaN ML/Bayesian estimation	3	17	November 11, 2024
Error using initial estimation check ML/Bayesian estimation	5	20	November 9, 2024
Request for a mod file including occasionally binding constraint Estimation	1	10	November 6, 2024
Missing Priors, Variance Decomposition, and Syntax Clarifications ML/Bayesian estimation	2	13	November 5, 2024
Simulated method of moments: quarterly averages of monthly artificial data SMM/GMM/IRF-Matching	1	26	November 5, 2024
The covariance of MCMC draws is not positive definite Estimation	5	22	November 5, 2024
Estimation with mode_compute only and model comparison ML/Bayesian estimation	4	9	November 5, 2024