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About the ML/Bayesian estimation category
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1
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1217
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January 10, 2020
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Estimate my own state space model
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2
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26
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April 4, 2025
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Estimation a DSGE when a zero-lower bound is constrained
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1
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14
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April 1, 2025
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How to solve the problem?
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1
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42
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March 21, 2025
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Parallel estimation MCMC diagnostics issue
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12
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962
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March 18, 2025
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Posterior mean far from mode
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8
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74
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March 5, 2025
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Command shock_decomposition in a calibrated model
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4
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480
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March 3, 2025
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Weird mode check plot, why?
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7
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100
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February 24, 2025
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A request for help running a semi-structural model
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6
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224
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February 21, 2025
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Estimation using particle filter
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12
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82
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February 19, 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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53
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February 2, 2025
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Possibility of nonlinear combination of state variables in measurement equations?
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1
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19
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January 30, 2025
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Questions about the shock decomposition
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2
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38
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January 30, 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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45
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January 24, 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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48
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January 21, 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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23
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January 19, 2025
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Hessian at parameter bounds
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4
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46
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January 17, 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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26
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January 17, 2025
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Posterior estimation
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1
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32
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January 17, 2025
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Bayesian Estimation: Issues with Mode Check Plot and Identification
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2
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44
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January 10, 2025
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Non-Linear DSGE Estimation
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2
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63
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January 10, 2025
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Filter decomposition of k-steps ahead filtered values
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1
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19
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January 9, 2025
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General dynare questions - non linear new keynesian model
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3
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46
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January 6, 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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22
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January 6, 2025
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Calibrated Smoother at order=2
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5
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755
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December 13, 2024
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Filter of the smoothed variables
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1
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22
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December 2, 2024
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Help Needed: DSGE Model Bayesian Estimation
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15
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298
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November 28, 2024
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Simple RBC model setup error for bayesian estimation
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164
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1644
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November 22, 2024
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Error using ==> chol Matrix must be positive definite
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6
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3502
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November 17, 2024
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Big performance differences between x86-64 and ARM?
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3
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127
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November 15, 2024
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