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	1070	24 July 2017
Error using resol Too many output arguments Estimation	1	4	25 March 2026
Xlims for mode_check_plots in Dynare 7.0 Estimation	1	24	23 March 2026
Error in estimation, but model runs perfect in simulation Estimation	3	22	16 March 2026
Aligning Observations to model variables ML/Bayesian estimation	6	45	9 March 2026
Filtered variables with particle filter Estimation	6	45	4 March 2026
Bayesian IRF with correlated shocks ML/Bayesian estimation	2	32	4 March 2026
Sigh...same tired old question about observation equations and models ML/Bayesian estimation	4	38	3 March 2026
Bayesian Estimation of a TANK-DSGE model ML/Bayesian estimation	1	55	3 March 2026
Estimation problem of ratio values ML/Bayesian estimation	1	21	3 March 2026
Where to find data for the following list of values ML/Bayesian estimation	1	9	3 March 2026
Estimation results diagnostics check ML/Bayesian estimation	1	27	15 February 2026
Identifying volatility shocks using method_of_moments SMM/GMM/IRF-Matching	3	32	30 January 2026
Simulated method of moments using dynare SMM/GMM/IRF-Matching	16	1585	30 January 2026
Measurement equations issuee ML/Bayesian estimation	1	45	24 January 2026
IRF matching with gaps SMM/GMM/IRF-Matching	2	43	22 January 2026
Marginal likelihood code ML/Bayesian estimation	5	711	18 January 2026
Random starting points for mode-finding ML/Bayesian estimation	96	827	7 January 2026
The model with state dependent conditional heteroskedasticity Estimation	6	109	22 December 2025
Bayesian IRF Matching ML/Bayesian estimation	9	448	5 December 2025
complex non-linear DSGE model and steady state ML/Bayesian estimation	3	89	24 November 2025
SMM estimates Sensitive to Moment Ordering SMM/GMM/IRF-Matching	3	66	20 November 2025
Generating Fan Charts for Perfect Foresight Simulations with expectation errors ML/Bayesian estimation	1	27	19 November 2025
Understanding the role of initial values in shock decomposition Estimation	4	111	17 November 2025
Estimation error: in computing likelihood for initial parameter ML/Bayesian estimation	6	731	17 November 2025
Error in computing likelihood for initial parameter values... Help me plz! ML/Bayesian estimation	1	26	16 November 2025
Red dots in the estimation of basic NKSOE model Estimation	4	45	11 November 2025
Smoothed Variables , SMC estimation ML/Bayesian estimation	5	119	11 November 2025
Testing observables using DSGE model ML/Bayesian estimation	3	80	3 November 2025
GMM/SMM Estimation of Models with Explicitly Specified Trend SMM/GMM/IRF-Matching	1	78	21 October 2025