|
SMM estimation - finite sample moments
|
|
3
|
357
|
9 May 2025
|
|
DGSE with multiple assets
|
|
4
|
327
|
15 April 2025
|
|
How to solve the problem?
|
|
2
|
113
|
9 April 2025
|
|
Estimate my own state space model
|
|
2
|
77
|
4 April 2025
|
|
Estimation a DSGE when a zero-lower bound is constrained
|
|
1
|
59
|
1 April 2025
|
|
Estimation error: negative number of draws
|
|
2
|
54
|
21 March 2025
|
|
Parallel estimation MCMC diagnostics issue
|
|
12
|
1041
|
18 March 2025
|
|
Posterior mean far from mode
|
|
8
|
148
|
5 March 2025
|
|
Command shock_decomposition in a calibrated model
|
|
4
|
497
|
3 March 2025
|
|
Data and measurement equations
|
|
1
|
83
|
1 March 2025
|
|
Weird mode check plot, why?
|
|
7
|
165
|
24 February 2025
|
|
A request for help running a semi-structural model
|
|
6
|
338
|
21 February 2025
|
|
Estimation using particle filter
|
|
12
|
204
|
19 February 2025
|
|
The forecast error variance in the multivariate Kalman filter became singular for some priors
|
|
5
|
108
|
2 February 2025
|
|
Possibility of nonlinear combination of state variables in measurement equations?
|
|
1
|
28
|
30 January 2025
|
|
Questions about the shock decomposition
|
|
2
|
50
|
30 January 2025
|
|
Estimation/ imposing initial conditions on state variables
|
|
2
|
61
|
27 January 2025
|
|
(minus) the hessian matrix at the "mode" is not positive definite
|
|
2
|
88
|
24 January 2025
|
|
Replication of DSGE model from chapter 4 of the Handbook of Bayesian Econometrics by Marco Del Negro and Fran Shordfeide (2010)
|
|
5
|
119
|
21 January 2025
|
|
BK condition fails for initial_estimation_checks but works for stoch_simul
|
|
2
|
40
|
19 January 2025
|
|
Hessian at parameter bounds
|
|
4
|
83
|
17 January 2025
|
|
Default prior_trunc value / possible bug in write_latex_prior_table
|
|
3
|
68
|
17 January 2025
|
|
Posterior estimation
|
|
1
|
61
|
17 January 2025
|
|
Error: the forecast error variance in the multivariate Kalman filter became singular
|
|
3
|
2332
|
28 June 2019
|
|
Bayesian Estimation: Issues with Mode Check Plot and Identification
|
|
2
|
122
|
10 January 2025
|
|
Non-Linear DSGE Estimation
|
|
2
|
124
|
10 January 2025
|
|
Filter decomposition of k-steps ahead filtered values
|
|
1
|
39
|
9 January 2025
|
|
General dynare questions - non linear new keynesian model
|
|
3
|
89
|
6 January 2025
|
|
Using mcmc to estimation parametes in NK_model whit calvo pricing
|
|
1
|
49
|
6 January 2025
|
|
How to Generate IRFs with Confidence Intervals after GMM Estimation?
|
|
1
|
62
|
16 December 2024
|