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
0 516 July 24, 2017
1 9 May 11, 2021
0 24 May 8, 2021
4 66 May 8, 2021
3 20 May 6, 2021
1 50 April 29, 2021
1 50 April 28, 2021
1 40 April 28, 2021
1 54 April 28, 2021
6 47 April 23, 2021
7 69 April 19, 2021
1 37 April 15, 2021
2 40 April 13, 2021
5 47 April 13, 2021
1 25 April 13, 2021
5 34 April 13, 2021
3 33 April 13, 2021
1 40 April 12, 2021
2 37 April 11, 2021
1 28 April 4, 2021
1 45 April 4, 2021
3 49 March 31, 2021
6 63 March 26, 2021
2 56 March 25, 2021
3 74 March 24, 2021
6 51 March 22, 2021
1 31 February 23, 2017
2 49 March 20, 2021
13 115 March 20, 2021
5 94 March 17, 2021