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About the SMM/GMM/IRF-Matching category
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1
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1384
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15 March 2019
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SMM estimates Sensitive to Moment Ordering
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3
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51
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20 November 2025
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GMM/SMM Estimation of Models with Explicitly Specified Trend
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1
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67
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21 October 2025
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GMM Estimation with NKM
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1
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74
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20 October 2025
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Estimating (Detrended) Non-stationary model with SMM/GMM
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0
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66
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16 October 2025
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HP Filter with Stationary Models
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4
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69
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23 September 2025
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Estimating parameters using SMM
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12
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219
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1 August 2025
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IRF Matching Estimator Standard Deviation
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9
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955
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22 July 2025
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Perform moment matching with Matlab
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8
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1529
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7 July 2025
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SMM estimation of monthly model with quarterly data
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1
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39
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23 May 2025
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SMM estimation - finite sample moments
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3
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339
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9 May 2025
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How to Generate IRFs with Confidence Intervals after GMM Estimation？
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1
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51
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16 December 2024
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Simulated method of moments: quarterly averages of monthly artificial data
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1
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53
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5 November 2024
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Bayesian IRF Matching Estimation - Posteriors equal to Priors
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4
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124
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21 August 2024
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Linking SGU toolkit resolution to Dynare for GMM calibration
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11
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132
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1 August 2024
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Simulated method of moments targeting correlations
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5
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169
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29 July 2024
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Estimation with structural breaks (perfect foresight)
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4
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70
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18 July 2024
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Scaling of Moments
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6
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197
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17 June 2024
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SMM J_test not assigned a value and Size of Gradient
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15
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104
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5 May 2024
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Does SMM estimation works for log-linearized system?
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20
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278
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30 April 2024
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GMM specifying moments
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1
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135
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21 March 2024
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SMM - hp-filtered model moments
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7
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740
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15 March 2024
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Data for GMM/SMM
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9
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267
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6 November 2023
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A Problem of No Stable Equilibrium
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3
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428
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6 August 2023
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How to choose data to estimate SMM
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3
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635
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14 November 2022
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How are model IRFs matched with VAR IRFs?
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11
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2973
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24 May 2023
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Moment matching in borrower/saver DSGE model
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7
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676
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15 May 2023
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Feed Different High-Dimensional Parameters to Dynare for SMM
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13
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506
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14 April 2023
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Terminology: Moment matching and SMM
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5
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1639
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2 September 2021
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Simulated method of moments using dynare
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15
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1485
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9 January 2023
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