Question in Bayesian estimation
Problems importing data
Unexpected negative signs for the smoothed variables
Estimation with different Dynare versions
Problems encountered in estimation
Measurement error parameter on the bound
Bayesian IRF and intervals
Observation Equation for demeaned, first differenced data
Question about bayesian estimation
Estimate News shock
Stochastic singularity even though # shocks = # observables
The forecast error variance in the multivariate Kalman filter became singular
Same machine/Matlab, Different Versions of Dynare/Estimation Results
Question about observation equations?
Bayesian estimation - Kalman filter - new Dynare version
Acceptance ratio for Metropolis Hastings after mode_compute=6
Posterior mode green dashed line?
Kalman filter precision and speed
Inıtıal Conditions of the nonstationary variables cannot be estimated
Theoretical Questions Related to Bayesian Estimation
Posterior distribution of smoothed (unobserved) variables
The Outcome of Shock Decomposition isn't Identical to the Observed Variables
Prior predictive check
Smoother changes between Dynare versions!
Data transformation and posterior distribution spikes
Invalid posterior mean
Help please! prior distributions for measurement equation for consumer sentiment and I am about to submit thesis, thank you!
Shock decomposition at higher order
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