|
About the SMM/GMM/IRF-Matching category
|
|
1
|
1396
|
15 March 2019
|
|
Different results from the estimation via IRF matching and the simulation
|
|
2
|
59
|
30 June 2026
|
|
Identifying volatility shocks using method_of_moments
|
|
3
|
51
|
30 January 2026
|
|
Simulated method of moments using dynare
|
|
15
|
1618
|
9 January 2023
|
|
IRF matching with gaps
|
|
2
|
59
|
22 January 2026
|
|
SMM estimates Sensitive to Moment Ordering
|
|
3
|
77
|
20 November 2025
|
|
GMM/SMM Estimation of Models with Explicitly Specified Trend
|
|
1
|
91
|
21 October 2025
|
|
GMM Estimation with NKM
|
|
1
|
99
|
20 October 2025
|
|
Estimating (Detrended) Non-stationary model with SMM/GMM
|
|
0
|
77
|
16 October 2025
|
|
HP Filter with Stationary Models
|
|
4
|
97
|
23 September 2025
|
|
Estimating parameters using SMM
|
|
12
|
303
|
1 August 2025
|
|
IRF Matching Estimator Standard Deviation
|
|
9
|
979
|
22 July 2025
|
|
Perform moment matching with Matlab
|
|
8
|
1574
|
7 July 2025
|
|
SMM estimation of monthly model with quarterly data
|
|
1
|
53
|
23 May 2025
|
|
SMM estimation - finite sample moments
|
|
3
|
357
|
9 May 2025
|
|
How to Generate IRFs with Confidence Intervals after GMM Estimation？
|
|
1
|
62
|
16 December 2024
|
|
Simulated method of moments: quarterly averages of monthly artificial data
|
|
1
|
62
|
5 November 2024
|
|
Bayesian IRF Matching Estimation - Posteriors equal to Priors
|
|
4
|
152
|
21 August 2024
|
|
Linking SGU toolkit resolution to Dynare for GMM calibration
|
|
11
|
154
|
1 August 2024
|
|
Simulated method of moments targeting correlations
|
|
5
|
200
|
29 July 2024
|
|
Estimation with structural breaks (perfect foresight)
|
|
4
|
81
|
18 July 2024
|
|
Scaling of Moments
|
|
6
|
228
|
17 June 2024
|
|
SMM J_test not assigned a value and Size of Gradient
|
|
15
|
142
|
5 May 2024
|
|
Does SMM estimation works for log-linearized system?
|
|
20
|
337
|
30 April 2024
|
|
GMM specifying moments
|
|
1
|
146
|
21 March 2024
|
|
SMM - hp-filtered model moments
|
|
7
|
762
|
15 March 2024
|
|
Data for GMM/SMM
|
|
9
|
301
|
6 November 2023
|
|
A Problem of No Stable Equilibrium
|
|
2
|
448
|
4 July 2023
|
|
How to choose data to estimate SMM
|
|
3
|
654
|
14 November 2022
|
|
How are model IRFs matched with VAR IRFs?
|
|
11
|
3050
|
24 May 2023
|