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
0 820 July 24, 2017
6 35 June 7, 2023
1 19 June 7, 2023
1 27 June 2, 2023
15 1656 May 30, 2023
1 54 May 28, 2023
1 39 May 28, 2023
3 52 May 25, 2023
11 1875 May 24, 2023
4 75 May 19, 2023
3 94 May 18, 2023
6 50 May 16, 2023
1 59 May 16, 2023
7 78 May 15, 2023
13 109 May 15, 2023
12 569 May 3, 2023
4 103 May 2, 2023
3 83 May 1, 2023
8 109 April 28, 2023
11 92 April 27, 2023
3 87 April 27, 2023
1 48 April 27, 2023
2 99 April 25, 2023
1 52 April 24, 2023
16 444 April 24, 2023
13 147 April 14, 2023
4 152 April 13, 2023
17 242 April 8, 2023
14 109 April 6, 2023
10 115 April 5, 2023