Estimation

SMM/GMM/IRF-Matching Questions related to the simulation method of moments (SMM) or the generalized method of moments (GMM) DSGE-VAR Questions related to the estimation of DSGE_VARs 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	1018	July 24, 2017
Simple RBC model setup error for bayesian estimation ML/Bayesian estimation	128	910	May 2, 2024
SMM J_test not assigned a value and Size of Gradient SMM/GMM/IRF-Matching	8	30	May 2, 2024
Problem with estimation with mh_replic ML/Bayesian estimation	0	16	May 2, 2024
Question about estimation Estimation	249	2602	May 1, 2024
Parameter setting of Bayesian prior distribution ML/Bayesian estimation	17	1613	May 1, 2024
Default of mh_conf_sig generates NAs ML/Bayesian estimation	2	44	May 1, 2024
Does SMM estimation works for log-linearized system? SMM/GMM/IRF-Matching	20	127	April 30, 2024
Bayesian estimation in a model with an occasionally binding ZLB ML/Bayesian estimation	10	743	April 30, 2024
TaRB-MH algorithm, `mh_jscale` Estimation	1	48	April 25, 2024
AR1 with heteroskedastic filter ML/Bayesian estimation	2	73	April 25, 2024
How to reproduce the shock decomposition graph? ML/Bayesian estimation	13	480	April 25, 2024
Error in computing likelihood for initial parameter values ML/Bayesian estimation	3	1773	April 25, 2024
Error in computing likelihood for initial parameter values ML/Bayesian estimation	3	917	April 25, 2024
Seasonal Adjustment Quarterly Data ML/Bayesian estimation	3	49	April 22, 2024
Bayesian estimation is not working ML/Bayesian estimation	2	78	April 22, 2024
Model Evaluation after MLE ML/Bayesian estimation	4	72	April 19, 2024
Log data density [Laplace approximation] is NaN. Error using chol Matrix must be positive definite. ML/Bayesian estimation	1	57	April 9, 2024
Bayesian IRF Matching - example Estimation	7	110	April 8, 2024
Estimation with several different datasets ML/Bayesian estimation	1	217	April 14, 2014
Loops on inputs of the estimation function ML/Bayesian estimation	3	76	April 3, 2024
Could anyone help me to run this mod file ML/Bayesian estimation	17	84	April 1, 2024
Question about shock_decomposition ML/Bayesian estimation	6	91	April 1, 2024
Mean and steady state values in a Small Open Economy Estimation	5	79	March 28, 2024
NEED HELP for Bayesian estimation error ML/Bayesian estimation	4	98	March 27, 2024
Matrix not positive definite Bayesian estimation ML/Bayesian estimation	10	107	March 26, 2024
Estimating and Smoothing/Decomposing Shocks with different datasets ML/Bayesian estimation	2	78	March 25, 2024
Question about findind a datafile Estimation	1	51	March 23, 2024
GMM specifying moments SMM/GMM/IRF-Matching	1	72	March 21, 2024
Kindly help me to find observable varriables from Mod File ML/Bayesian estimation	3	97	March 21, 2024