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About the SMM/GMM/IRF-Matching category
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1
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1397
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15 March 2019
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Different results from the estimation via IRF matching and the simulation
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2
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64
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30 June 2026
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Identifying volatility shocks using method_of_moments
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3
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55
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30 January 2026
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Simulated method of moments using dynare
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15
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1624
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9 January 2023
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IRF matching with gaps
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2
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65
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22 January 2026
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SMM estimates Sensitive to Moment Ordering
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3
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79
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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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92
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21 October 2025
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GMM Estimation with NKM
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1
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103
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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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79
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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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102
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23 September 2025
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Estimating parameters using SMM
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12
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303
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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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990
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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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1576
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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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54
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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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357
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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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67
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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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62
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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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153
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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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164
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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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200
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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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81
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18 July 2024
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Scaling of Moments
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6
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228
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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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160
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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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360
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30 April 2024
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GMM specifying moments
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1
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147
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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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770
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15 March 2024
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Data for GMM/SMM
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9
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303
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6 November 2023
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A Problem of No Stable Equilibrium
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2
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459
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4 July 2023
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How to choose data to estimate SMM
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3
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663
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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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3051
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24 May 2023
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