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	1061	July 24, 2017
Estimation problems, please help me ML/Bayesian estimation	2	33	July 17, 2025
Nonlinear Model and Observation Equation ML/Bayesian estimation	4	489	July 16, 2025
Hessian after additional_optimizer_steps ML/Bayesian estimation	2	13	July 14, 2025
Prior Predictive Analysis ML/Bayesian estimation	9	123	June 23, 2024
Perform moment matching with Matlab SMM/GMM/IRF-Matching	8	1484	July 7, 2025
Random starting points for mode-finding ML/Bayesian estimation	32	121	July 6, 2025
Errors in Hessian function (mode_compute=4) ML/Bayesian estimation	4	74	July 3, 2025
Estimation from Multiple Observational Data ML/Bayesian estimation	4	53	June 26, 2025
Stationarity of data ML/Bayesian estimation	1	38	June 21, 2025
Symbol r declared twice? Estimation	43	296	June 19, 2025
Data treatment, mode computation and non positive definite Hessian ML/Bayesian estimation	4	25	June 10, 2025
Estimation with data in levels Estimation	5	439	June 9, 2025
Estimation Question! ML/Bayesian estimation	3	46	June 4, 2025
Bayesian estimation : Error in computing likelihood for initial parameter values Estimation	1	15	June 4, 2025
Estimating parameters using SMM SMM/GMM/IRF-Matching	8	77	June 4, 2025
Estimation fails at initial values – BK condition not satisfied( discretionary NK model) ML/Bayesian estimation	4	25	June 3, 2025
One side HP-filter and model fit to real data ML/Bayesian estimation	16	1338	June 2, 2025
Cholesky decomposition failed ML/Bayesian estimation	3	56	June 2, 2025
Observation equation problem ML/Bayesian estimation	3	29	June 2, 2025
Bayesian estimation problem about posterior ML/Bayesian estimation	5	48	May 28, 2025
Irfs for bayesian DSGE estimation ML/Bayesian estimation	4	30	May 26, 2025
SMM estimation of monthly model with quarterly data SMM/GMM/IRF-Matching	1	24	May 23, 2025
When calibrating the debt to gdp ratio, do we need to multiply 4 based on the yearly data( official data)? ML/Bayesian estimation	1	25	May 23, 2025
Help: Filtering differences Matlab vs Dynare ML/Bayesian estimation	4	47	May 21, 2025
Problems about welfare analysis ML/Bayesian estimation	6	39	May 16, 2025
The relation between the value of mh_jscale and the acceptance ratio ML/Bayesian estimation	4	293	May 15, 2025
DSGE-VAR example in Dynare DSGE-VAR	2	56	May 13, 2025
Help: estimate negative correlation between two shocks in Bayesian estimation ML/Bayesian estimation	2	21	May 13, 2025
SMM estimation - finite sample moments SMM/GMM/IRF-Matching	3	334	May 9, 2025