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	516	July 24, 2017
Shock or innovation in forecast error variance decomposition or historical decomposition ML/Bayesian estimation	1	9	May 11, 2021
Best methods for calibrating/estimating parameters Estimation	0	24	May 8, 2021
Trend cycle decomposition of GDP Estimation	4	66	May 8, 2021
"Log data density is -Inf" and Dynare version Estimation	3	20	May 6, 2021
Observable variable, flow variable or stock variable is better? ML/Bayesian estimation	1	50	April 29, 2021
Estimation with targeted volatility ML/Bayesian estimation	1	50	April 28, 2021
Constraint on State Variables? ML/Bayesian estimation	1	40	April 28, 2021
IRF matching procedure SMM/GMM/IRF-Matching	1	54	April 28, 2021
Log data density [Laplace approximation] is NaN. 错误使用 ML/Bayesian estimation	6	47	April 23, 2021
Any papers or sources to learn the methods to compute the smoothed shocks? ML/Bayesian estimation	7	69	April 19, 2021
Question about observation variable Estimation	1	37	April 15, 2021
Initial value(s) of parameter are outside parameter bounds ML/Bayesian estimation	2	40	April 13, 2021
NaNs in steady state ML/Bayesian estimation	5	47	April 13, 2021
Minuscule stderrs around mode and posteriors Estimation	1	25	April 13, 2021
Problam with bvar_forecast DSGE-VAR	5	34	April 13, 2021
Difference between final value of the negative log likelihood and log data density ML/Bayesian estimation	3	33	April 13, 2021
Consistency between Bayesian model comparison and simulated model moments ML/Bayesian estimation	1	40	April 12, 2021
Specify constraint on sum of parameters ML/Bayesian estimation	2	37	April 11, 2021
Increase number of decimals table "RESULTS FROM MAXIMUM LIKELIHOOD ESTIMATION" Estimation	1	28	April 4, 2021
BEAR toolbox problem ML/Bayesian estimation	1	45	April 4, 2021
Estimation error: point prior used for parameter ML/Bayesian estimation	3	49	March 31, 2021
Parallel estimation: no stored previous proposal density found Estimation	6	63	March 26, 2021
Questions about using estimation and calibration at the same time SMM/GMM/IRF-Matching	2	56	March 25, 2021
Estimation with Several Datasets ML/Bayesian estimation	3	74	March 24, 2021
Interrupted running ML/Bayesian estimation	6	51	March 22, 2021
SMM loop stuck at initial values SMM/GMM/IRF-Matching	1	31	February 23, 2017
About Model Runing Estimation	2	49	March 20, 2021
How improve my estimate? ML/Bayesian estimation	13	115	March 20, 2021
Estimation in two samples gives me same IRF Estimation	5	94	March 17, 2021