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About the ML/Bayesian estimation category
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1
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1223
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January 10, 2020
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Help: Filtering differences Matlab vs Dynare
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3
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20
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May 19, 2025
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Cholesky decomposition failed
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1
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24
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May 19, 2025
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Estimation from Multiple Observational Data
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1
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11
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May 19, 2025
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Problems about welfare analysis
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6
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32
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May 16, 2025
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The relation between the value of mh_jscale and the acceptance ratio
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4
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280
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May 15, 2025
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Help: estimate negative correlation between two shocks in Bayesian estimation
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2
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14
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May 13, 2025
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DGSE with multiple assets
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4
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300
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April 15, 2025
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How to solve the problem?
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2
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55
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April 9, 2025
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Estimate my own state space model
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2
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38
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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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17
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April 1, 2025
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Parallel estimation MCMC diagnostics issue
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12
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965
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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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79
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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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102
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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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238
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February 21, 2025
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Estimation using particle filter
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12
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89
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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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56
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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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20
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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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40
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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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49
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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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53
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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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25
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January 19, 2025
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Hessian at parameter bounds
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4
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48
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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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28
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January 17, 2025
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Posterior estimation
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1
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34
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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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55
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January 10, 2025
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Non-Linear DSGE Estimation
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2
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71
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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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20
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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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49
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January 6, 2025
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