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	1063	24 July 2017
Testing observables using DSGE model ML/Bayesian estimation	2	40	26 October 2025
GMM/SMM Estimation of Models with Explicitly Specified Trend SMM/GMM/IRF-Matching	1	36	21 October 2025
Gap-Trend model ML/Bayesian estimation	23	149	20 October 2025
GMM Estimation with NKM SMM/GMM/IRF-Matching	1	62	20 October 2025
Estimating (Detrended) Non-stationary model with SMM/GMM SMM/GMM/IRF-Matching	0	34	16 October 2025
Mixed-frequency data identification ML/Bayesian estimation	5	62	15 October 2025
Constrained vs. unconstrained parameterization in Dynare’s MCMC ML/Bayesian estimation	3	37	12 October 2025
Random starting points for mode-finding ML/Bayesian estimation	69	425	11 October 2025
Smoothed Variables , SMC estimation ML/Bayesian estimation	3	30	7 October 2025
How to Evaluate DSGE Model Results? Estimation	1	44	7 October 2025
Mode vs mean of Bayes. Stderr ML/Bayesian estimation	2	44	23 September 2025
HP Filter with Stationary Models SMM/GMM/IRF-Matching	4	60	23 September 2025
Third-order filter: Caught Kord exception: The model is not Blanchard-Kahn stable Estimation	1	19	19 September 2025
Contents of oo_.posterior_mode after MCMC ML/Bayesian estimation	1	19	10 September 2025
Third-order smoother and estimation Estimation	2	37	8 September 2025
Using priors for shock standard deviations from other papers ML/Bayesian estimation	2	27	3 September 2025
Forecasting Problem: identical point and mean forecasts ML/Bayesian estimation	2	33	2 September 2025
Large Initial Values in Historical Decomposition Due to High Persistence ML/Bayesian estimation	6	51	26 August 2025
Non-linear NK model — high negative initial log posterior despite measurement equations ML/Bayesian estimation	2	45	24 August 2025
Question on lik_init = 2 ML/Bayesian estimation	27	823	22 August 2025
Estimation problems, please help me ML/Bayesian estimation	24	206	22 August 2025
Bayesian estimation is not happening ML/Bayesian estimation	1	34	22 August 2025
How to interpret Bayesian IRFs crossing zero & why many DSGE papers do not report Bayesian IRFs? ML/Bayesian estimation	1	60	14 August 2025
Using log-differenced GDP in a non-linear model with stationary output variable Estimation	4	46	14 August 2025
Parameters are PAIRWISE collinear! ML/Bayesian estimation	18	597	13 August 2025
Measurement equations for log-linearized modelse ML/Bayesian estimation	26	699	1 August 2025
Estimating parameters using SMM SMM/GMM/IRF-Matching	12	170	1 August 2025
Number of Metropolis Hasting file per block ML/Bayesian estimation	5	292	1 August 2025
“Priors anf Posteriors" ML/Bayesian estimation	3	45	24 July 2025