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	1013	July 24, 2017
Does SMM estimation works for log-linearized system? SMM/GMM/IRF-Matching	20	78	April 26, 2024
Default of mh_conf_sig generates NAs ML/Bayesian estimation	0	9	April 26, 2024
Simple RBC model setup error for bayesian estimation ML/Bayesian estimation	115	712	April 26, 2024
Bayesian estimation in a model with an occasionally binding ZLB ML/Bayesian estimation	8	708	April 26, 2024
Parameter setting of Bayesian prior distribution ML/Bayesian estimation	16	1581	April 25, 2024
TaRB-MH algorithm, `mh_jscale` Estimation	1	25	April 25, 2024
AR1 with heteroskedastic filter ML/Bayesian estimation	2	50	April 25, 2024
Question about estimation Estimation	248	2512	April 24, 2024
How to reproduce the shock decomposition graph? ML/Bayesian estimation	13	461	April 25, 2024
Error in computing likelihood for initial parameter values ML/Bayesian estimation	3	1754	April 25, 2024
Error in computing likelihood for initial parameter values ML/Bayesian estimation	3	899	April 25, 2024
Seasonal Adjustment Quarterly Data ML/Bayesian estimation	3	37	April 22, 2024
Bayesian estimation is not working ML/Bayesian estimation	2	64	April 22, 2024
Model Evaluation after MLE ML/Bayesian estimation	4	57	April 19, 2024
Log data density [Laplace approximation] is NaN. Error using chol Matrix must be positive definite. ML/Bayesian estimation	1	52	April 9, 2024
Bayesian IRF Matching - example Estimation	7	105	April 8, 2024
Estimation with several different datasets ML/Bayesian estimation	1	209	April 14, 2014
Loops on inputs of the estimation function ML/Bayesian estimation	3	68	April 3, 2024
Could anyone help me to run this mod file ML/Bayesian estimation	17	76	April 1, 2024
Question about shock_decomposition ML/Bayesian estimation	6	79	April 1, 2024
Mean and steady state values in a Small Open Economy Estimation	5	71	March 28, 2024
NEED HELP for Bayesian estimation error ML/Bayesian estimation	4	84	March 27, 2024
Matrix not positive definite Bayesian estimation ML/Bayesian estimation	10	98	March 26, 2024
Estimating and Smoothing/Decomposing Shocks with different datasets ML/Bayesian estimation	2	70	March 25, 2024
Question about findind a datafile Estimation	1	48	March 23, 2024
GMM specifying moments SMM/GMM/IRF-Matching	1	66	March 21, 2024
Kindly help me to find observable varriables from Mod File ML/Bayesian estimation	3	93	March 21, 2024
Could anyone help me to run this code? ML/Bayesian estimation	8	102	March 19, 2024
MLE/Bayesian estimation for CKM(2007) ML/Bayesian estimation	1	65	March 15, 2024