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	1059	July 24, 2017
DGSE with multiple assets ML/Bayesian estimation	4	291	April 15, 2025
How to solve the problem? ML/Bayesian estimation	2	50	April 9, 2025
Estimate my own state space model ML/Bayesian estimation	2	34	April 4, 2025
Estimation a DSGE when a zero-lower bound is constrained ML/Bayesian estimation	1	15	April 1, 2025
Estimation error: negative number of draws Estimation	2	17	March 21, 2025
Parallel estimation MCMC diagnostics issue ML/Bayesian estimation	12	963	March 18, 2025
Posterior mean far from mode ML/Bayesian estimation	8	74	March 5, 2025
Command shock_decomposition in a calibrated model ML/Bayesian estimation	4	480	March 3, 2025
Data and measurement equations Estimation	1	25	March 1, 2025
Weird mode check plot, why? ML/Bayesian estimation	7	101	February 24, 2025
A request for help running a semi-structural model ML/Bayesian estimation	6	225	February 21, 2025
Estimation using particle filter ML/Bayesian estimation	12	85	February 19, 2025
The forecast error variance in the multivariate Kalman filter became singular for some priors ML/Bayesian estimation	5	54	February 2, 2025
Possibility of nonlinear combination of state variables in measurement equations? ML/Bayesian estimation	1	19	January 30, 2025
Questions about the shock decomposition ML/Bayesian estimation	2	39	January 30, 2025
Estimation/ imposing initial conditions on state variables Estimation	2	24	January 27, 2025
(minus) the hessian matrix at the "mode" is not positive definite ML/Bayesian estimation	2	46	January 24, 2025
Replication of DSGE model from chapter 4 of the Handbook of Bayesian Econometrics by Marco Del Negro and Fran Shordfeide (2010) ML/Bayesian estimation	5	48	January 21, 2025
BK condition fails for initial_estimation_checks but works for stoch_simul ML/Bayesian estimation	2	24	January 19, 2025
Hessian at parameter bounds ML/Bayesian estimation	4	46	January 17, 2025
Default prior_trunc value / possible bug in write_latex_prior_table ML/Bayesian estimation	3	26	January 17, 2025
Posterior estimation ML/Bayesian estimation	1	32	January 17, 2025
Error: the forecast error variance in the multivariate Kalman filter became singular Estimation	3	2263	June 28, 2019
Bayesian Estimation: Issues with Mode Check Plot and Identification ML/Bayesian estimation	2	45	January 10, 2025
Non-Linear DSGE Estimation ML/Bayesian estimation	2	66	January 10, 2025
Filter decomposition of k-steps ahead filtered values ML/Bayesian estimation	1	20	January 9, 2025
General dynare questions - non linear new keynesian model ML/Bayesian estimation	3	47	January 6, 2025
Using mcmc to estimation parametes in NK_model whit calvo pricing ML/Bayesian estimation	1	22	January 6, 2025
How to Generate IRFs with Confidence Intervals after GMM Estimation？ SMM/GMM/IRF-Matching	1	35	December 16, 2024