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	1076	24 July 2017
Dynare 7.x parallel computing toolbox in older MATLAB Estimation	3	25	5 July 2026
Drawing parameters from posterior for simulations ML/Bayesian estimation	0	13	3 July 2026
Different results from the estimation via IRF matching and the simulation SMM/GMM/IRF-Matching	2	54	30 June 2026
Bayesian estimation problem help ML/Bayesian estimation	5	75	10 June 2026
Comparing IRFs of DSGE and DSGE-VAR in dynare DSGE-VAR	5	1150	9 June 2026
Singular matrix error Estimation	10	118	22 May 2026
Prior distribution with lower bound of 0.01 but posterior distribution in negative range ML/Bayesian estimation	7	55	10 May 2026
Xlims for mode_check_plots in Dynare 7.0 Estimation	3	82	8 May 2026
Aligning Observations to model variables ML/Bayesian estimation	8	127	16 April 2026
Bayesian Estimation of a TANK-DSGE model ML/Bayesian estimation	2	155	3 April 2026
Random starting points for mode-finding - 2 Estimation	0	33	2 April 2026
Error using resol Too many output arguments Estimation	1	37	25 March 2026
Error in estimation, but model runs perfect in simulation Estimation	3	41	16 March 2026
Filtered variables with particle filter Estimation	6	78	4 March 2026
Bayesian IRF with correlated shocks ML/Bayesian estimation	2	63	4 March 2026
Sigh...same tired old question about observation equations and models ML/Bayesian estimation	4	69	3 March 2026
Estimation problem of ratio values ML/Bayesian estimation	1	34	3 March 2026
Where to find data for the following list of values ML/Bayesian estimation	1	27	3 March 2026
Estimation results diagnostics check ML/Bayesian estimation	1	40	15 February 2026
Identifying volatility shocks using method_of_moments SMM/GMM/IRF-Matching	3	50	30 January 2026
Simulated method of moments using dynare SMM/GMM/IRF-Matching	15	1615	9 January 2023
Measurement equations issuee ML/Bayesian estimation	1	58	24 January 2026
IRF matching with gaps SMM/GMM/IRF-Matching	2	58	22 January 2026
Marginal likelihood code ML/Bayesian estimation	5	729	18 January 2026
Random starting points for mode-finding ML/Bayesian estimation	96	917	7 January 2026
The model with state dependent conditional heteroskedasticity Estimation	6	122	22 December 2025
Bayesian IRF Matching ML/Bayesian estimation	9	471	5 December 2025
complex non-linear DSGE model and steady state ML/Bayesian estimation	3	105	24 November 2025
SMM estimates Sensitive to Moment Ordering SMM/GMM/IRF-Matching	3	77	20 November 2025