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	930	July 24, 2017
Baysian estimation of a model (Jordi Galí (2010): Monetary Policy and Unemployment) ML/Bayesian estimation	0	8	November 30, 2023
Question about estimation Estimation	103	873	November 30, 2023
Some tips for Bayesian estimation ML/Bayesian estimation	0	12	November 30, 2023
Raftery lewis diagnostics ML/Bayesian estimation	3	24	November 30, 2023
Shock_decomposition help expected ML/Bayesian estimation	2	36	November 28, 2023
Init2shocks does not work Estimation	1	31	November 27, 2023
Question about the measurement errors ML/Bayesian estimation	4	61	November 27, 2023
Is it possible to achieve MCMC convergence diagnostics through iterative initialization? ML/Bayesian estimation	6	48	November 24, 2023
Computation of La Place approximation when hessian obtained from mode finder is not positive definite ML/Bayesian estimation	11	52	November 21, 2023
Weird diagnostic plots ML/Bayesian estimation	13	145	November 20, 2023
Taylor rule modification - Blanchard and Kahn conditions not satisfied Estimation	2	75	November 15, 2023
Content of modfilename_mh_mode.mat and modfilename_mean.mat ML/Bayesian estimation	7	65	November 15, 2023
ERROR Insufficient number of input parameters ML/Bayesian estimation	3	39	November 14, 2023
Estimation and dealing with Covid crisis Estimation	0	40	November 14, 2023
Model diagnostics and steady-state and convergence testing ML/Bayesian estimation	14	112	November 13, 2023
Help for bayesian estimation ML/Bayesian estimation	3	50	November 9, 2023
Log data density -inf (harmonic mean estimator) ML/Bayesian estimation	2	38	November 7, 2023
Information Criteria ML/Bayesian estimation	3	56	November 7, 2023
Final log data density is -inf and problem with the modified harmonic mean estimator ML/Bayesian estimation	3	79	October 6, 2023
Data for GMM/SMM SMM/GMM/IRF-Matching	9	86	November 6, 2023
Is it feasible to estimate variable depreciation rates using DSGE models, and which estimation variable should I choose (filtered variable, smoothed variable, updated variable, or forecast variable) ML/Bayesian estimation	6	71	November 3, 2023
Identification strength value near 0 ML/Bayesian estimation	7	254	October 31, 2023
Problem with occbin estimation: Piecewise linear Kalman filter: There was a problem in obtaining the likelihood. ML/Bayesian estimation	3	84	October 29, 2023
Parameter Estimation questions ML/Bayesian estimation	2	75	October 22, 2023
Unbounded density ML/Bayesian estimation	37	2372	October 22, 2023
How to retrieve some results ML/Bayesian estimation	4	98	October 19, 2023
Some question about estimation and out-of-sample forecast ML/Bayesian estimation	2	69	October 18, 2023
Mode related questions ML/Bayesian estimation	4	65	October 18, 2023
How much should I set the mh_replic ML/Bayesian estimation	15	324	October 17, 2023