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Estimation using particle filter
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12
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114
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19 February 2025
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The forecast error variance in the multivariate Kalman filter became singular for some priors
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5
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73
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2 February 2025
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Possibility of nonlinear combination of state variables in measurement equations?
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1
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21
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30 January 2025
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Questions about the shock decomposition
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2
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44
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30 January 2025
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Estimation/ imposing initial conditions on state variables
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2
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39
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27 January 2025
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(minus) the hessian matrix at the "mode" is not positive definite
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2
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64
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24 January 2025
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Replication of DSGE model from chapter 4 of the Handbook of Bayesian Econometrics by Marco Del Negro and Fran Shordfeide (2010)
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5
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77
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21 January 2025
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BK condition fails for initial_estimation_checks but works for stoch_simul
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2
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26
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19 January 2025
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Hessian at parameter bounds
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4
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53
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17 January 2025
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Default prior_trunc value / possible bug in write_latex_prior_table
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3
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46
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17 January 2025
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Posterior estimation
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1
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48
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17 January 2025
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Error: the forecast error variance in the multivariate Kalman filter became singular
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3
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2293
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28 June 2019
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Bayesian Estimation: Issues with Mode Check Plot and Identification
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2
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75
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10 January 2025
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Non-Linear DSGE Estimation
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2
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83
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10 January 2025
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Filter decomposition of k-steps ahead filtered values
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1
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26
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9 January 2025
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General dynare questions - non linear new keynesian model
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3
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60
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6 January 2025
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Using mcmc to estimation parametes in NK_model whit calvo pricing
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1
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30
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6 January 2025
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How to Generate IRFs with Confidence Intervals after GMM Estimation？
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1
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44
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16 December 2024
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Calibrated Smoother at order=2
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5
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761
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13 December 2024
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SMM moment matching problem
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5
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60
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12 December 2024
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DSGE-BVAR model
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3
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137
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11 December 2024
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SMC order of approximation
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2
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42
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5 December 2024
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Filter of the smoothed variables
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1
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33
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2 December 2024
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Help Needed: DSGE Model Bayesian Estimation
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15
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451
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28 November 2024
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TANK for real economic data
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4
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59
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25 November 2024
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Simple RBC model setup error for bayesian estimation
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164
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1851
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22 November 2024
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Error using ==> chol Matrix must be positive definite
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6
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3516
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17 November 2024
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Big performance differences between x86-64 and ARM?
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3
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177
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15 November 2024
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Standard deviation from data vs theoretical standard deviation
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1
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28
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15 November 2024
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Bayesian Estimation/ Model consistent Shock sizes
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3
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43
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13 November 2024
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