About the ML/Bayesian estimation category
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1
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1205
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January 10, 2020
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Estimation using particle filter
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11
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48
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February 16, 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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42
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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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13
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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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32
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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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30
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January 24, 2025
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Parallel estimation MCMC diagnostics issue
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10
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925
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January 21, 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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33
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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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18
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January 19, 2025
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Hessian at parameter bounds
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4
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35
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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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19
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January 17, 2025
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Posterior estimation
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1
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26
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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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36
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January 10, 2025
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Non-Linear DSGE Estimation
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2
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53
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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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17
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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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39
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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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15
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January 6, 2025
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A request for help running a semi-structural model
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5
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182
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December 14, 2024
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Calibrated Smoother at order=2
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5
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751
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December 13, 2024
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Weird mode check plot, why?
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5
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70
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December 10, 2024
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Filter of the smoothed variables
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1
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17
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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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227
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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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1604
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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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3489
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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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97
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November 15, 2024
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Standard deviation from data vs theoretical standard deviation
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1
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18
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November 15, 2024
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Bayesian Estimation/ Model consistent Shock sizes
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3
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29
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November 13, 2024
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How to solve:Log data density [Laplace approximation] is NaN
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3
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20
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November 11, 2024
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Error using initial estimation check
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5
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22
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November 9, 2024
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Missing Priors, Variance Decomposition, and Syntax Clarifications
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2
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14
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November 5, 2024
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