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	1062	24 July 2017
HP Filter with Stationary Models SMM/GMM/IRF-Matching	2	34	15 September 2025
Contents of oo_.posterior_mode after MCMC ML/Bayesian estimation	1	14	10 September 2025
Third-order smoother and estimation Estimation	2	29	8 September 2025
Gap-Trend model ML/Bayesian estimation	9	42	8 September 2025
Mixed-frequency data identification ML/Bayesian estimation	3	32	7 September 2025
Using priors for shock standard deviations from other papers ML/Bayesian estimation	2	24	3 September 2025
Forecasting Problem: identical point and mean forecasts ML/Bayesian estimation	2	26	2 September 2025
Large Initial Values in Historical Decomposition Due to High Persistence ML/Bayesian estimation	6	39	26 August 2025
Non-linear NK model — high negative initial log posterior despite measurement equations ML/Bayesian estimation	2	38	24 August 2025
Question on lik_init = 2 ML/Bayesian estimation	27	812	22 August 2025
Estimation problems, please help me ML/Bayesian estimation	24	196	22 August 2025
Bayesian estimation is not happening ML/Bayesian estimation	1	29	22 August 2025
Random starting points for mode-finding ML/Bayesian estimation	66	373	19 August 2025
How to interpret Bayesian IRFs crossing zero & why many DSGE papers do not report Bayesian IRFs? ML/Bayesian estimation	1	51	14 August 2025
Using log-differenced GDP in a non-linear model with stationary output variable Estimation	4	35	14 August 2025
Parameters are PAIRWISE collinear! ML/Bayesian estimation	18	590	13 August 2025
Measurement equations for log-linearized modelse ML/Bayesian estimation	26	692	1 August 2025
Estimating parameters using SMM SMM/GMM/IRF-Matching	12	148	1 August 2025
Number of Metropolis Hasting file per block ML/Bayesian estimation	5	288	1 August 2025
“Priors anf Posteriors" ML/Bayesian estimation	3	42	24 July 2025
IRF Matching Estimator Standard Deviation SMM/GMM/IRF-Matching	9	934	22 July 2025
Ajay Hinduja Geneva, Swiss - I'm having trouble with Bayesian estimation in Dynare—can someone help interpret the error or improve my model setup?" ML/Bayesian estimation	1	27	22 July 2025
Nonlinear Model and Observation Equation ML/Bayesian estimation	4	499	16 July 2025
Hessian after additional_optimizer_steps ML/Bayesian estimation	2	42	14 July 2025
Prior Predictive Analysis ML/Bayesian estimation	9	127	23 June 2024
Perform moment matching with Matlab SMM/GMM/IRF-Matching	8	1501	7 July 2025
Errors in Hessian function (mode_compute=4) ML/Bayesian estimation	4	87	3 July 2025
Estimation from Multiple Observational Data ML/Bayesian estimation	4	62	26 June 2025
Stationarity of data ML/Bayesian estimation	1	52	21 June 2025