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About the ML/Bayesian estimation category
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1
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1245
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10 January 2020
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Mode vs mean of Bayes. Stderr
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2
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34
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23 September 2025
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Contents of oo_.posterior_mode after MCMC
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1
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16
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10 September 2025
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Gap-Trend model
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9
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42
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8 September 2025
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Mixed-frequency data identification
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3
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32
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7 September 2025
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Using priors for shock standard deviations from other papers
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2
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25
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3 September 2025
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Forecasting Problem: identical point and mean forecasts
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2
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26
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2 September 2025
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Large Initial Values in Historical Decomposition Due to High Persistence
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6
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43
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26 August 2025
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Non-linear NK model — high negative initial log posterior despite measurement equations
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2
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39
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24 August 2025
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Question on lik_init = 2
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27
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812
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22 August 2025
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Estimation problems, please help me
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24
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198
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22 August 2025
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Bayesian estimation is not happening
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1
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29
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22 August 2025
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Random starting points for mode-finding
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66
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377
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19 August 2025
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How to interpret Bayesian IRFs crossing zero & why many DSGE papers do not report Bayesian IRFs?
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1
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52
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14 August 2025
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Parameters are PAIRWISE collinear!
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18
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592
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13 August 2025
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Measurement equations for log-linearized modelse
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26
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697
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1 August 2025
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Number of Metropolis Hasting file per block
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5
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290
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1 August 2025
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“Priors anf Posteriors"
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3
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43
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24 July 2025
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Ajay Hinduja Geneva, Swiss - I'm having trouble with Bayesian estimation in Dynare—can someone help interpret the error or improve my model setup?"
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1
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28
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22 July 2025
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Nonlinear Model and Observation Equation
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4
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500
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16 July 2025
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Hessian after additional_optimizer_steps
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2
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42
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14 July 2025
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Prior Predictive Analysis
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9
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127
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23 June 2024
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Errors in Hessian function (mode_compute=4)
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4
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88
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3 July 2025
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Estimation from Multiple Observational Data
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4
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62
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26 June 2025
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Stationarity of data
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1
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52
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21 June 2025
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Data treatment, mode computation and non positive definite Hessian
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4
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48
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10 June 2025
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Estimation Question!
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3
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52
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4 June 2025
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Estimation fails at initial values – BK condition not satisfied( discretionary NK model)
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4
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44
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3 June 2025
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One side HP-filter and model fit to real data
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16
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1383
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2 June 2025
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Cholesky decomposition failed
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3
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63
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2 June 2025
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