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	454	July 24, 2017
Estimating model linearized around stochastic steady state ML/Bayesian estimation	3	25	December 1, 2020
Proposal Density for the Independent Metropolis Hastings Estimation	24	107	December 1, 2020
Second estimation using posteriori distributions of the first estimation ML/Bayesian estimation	2	26	December 1, 2020
Observable variables in a DSGE model ML/Bayesian estimation	1	23	December 1, 2020
Irfs after estimation of a DSGE model ML/Bayesian estimation	6	24	November 30, 2020
Estmation in deterministic model ML/Bayesian estimation	17	129	November 30, 2020
Troubles using the Identification command and mh_autocorrelation_function in bayesian estimation of the Laubach and Williams (2003) model ML/Bayesian estimation	6	57	November 27, 2020
Analysing log data density Estimation	3	25	November 27, 2020
Interpretation of shocks Estimation	3	28	November 26, 2020
Issues with estimation MCMC method ML/Bayesian estimation	4	47	November 25, 2020
Compare DSGE-prior weights DSGE-VAR	3	40	November 24, 2020
Specifying observation equations for non-linear models Estimation	8	48	November 22, 2020
Error using chol ML/Bayesian estimation	3	78	October 29, 2014
Likelihood only! ML/Bayesian estimation	50	518	October 19, 2014
Reconstructing observation equations for estimation Estimation	2	38	November 17, 2020
Problem with estimating on empirical data ML/Bayesian estimation	21	86	November 12, 2020
Variable form levels or percentage as GDP ML/Bayesian estimation	4	56	November 9, 2020
Cannot have more observed variables than shocks? ML/Bayesian estimation	3	752	May 5, 2017
Problem with Bayesian estimation ML/Bayesian estimation	3	170	March 25, 2020
Unbounded density? ML/Bayesian estimation	1	43	November 5, 2020
Maximum likelihood estimation-error ML/Bayesian estimation	5	50	November 3, 2020
Time-varying Parameter Model with Dynare Estimation	4	324	November 2, 2020
Estimation error: in computing likelihood for initial parameter ML/Bayesian estimation	4	56	October 31, 2020
Potential bug in RWMH of Dynare 4.6.2 when using parallel computing ML/Bayesian estimation	2	46	October 30, 2020
Log posterior predictive probability ML/Bayesian estimation	1	34	October 29, 2020
Data format for Bayesian Estimation (log-linear model) ML/Bayesian estimation	4	66	October 27, 2020
Log density fails to pass to the RWMH stage ML/Bayesian estimation	1	45	October 22, 2020
Is prior sensitivity analysis needed when I find significant impulse responses ML/Bayesian estimation	1	37	October 21, 2020
Help converting this short code from dynare 4.5.7 to the current version ML/Bayesian estimation	2	54	October 20, 2020