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About the SMM/GMM/IRF-Matching category
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1
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1188
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March 15, 2019
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SMM - hp-filtered model moments
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5
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70
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September 11, 2023
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A Problem of No Stable Equilibrium
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3
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200
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August 6, 2023
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How to choose data to estimate SMM
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3
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385
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November 14, 2022
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How are model IRFs matched with VAR IRFs?
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11
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2139
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May 24, 2023
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Moment matching in borrower/saver DSGE model
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7
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248
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May 15, 2023
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Feed Different High-Dimensional Parameters to Dynare for SMM
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13
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240
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April 14, 2023
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Terminology: Moment matching and SMM
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5
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1027
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September 2, 2021
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Simulated method of moments using dynare
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15
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565
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January 9, 2023
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A Problem in GMM Estimation
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15
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652
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July 29, 2022
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GMM estimation error
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3
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260
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July 26, 2022
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The standard deviation in matched_moement
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1
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326
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April 26, 2022
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Help with SMM estimation
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11
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613
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April 25, 2022
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IRF matching procedure
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5
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832
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March 19, 2022
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GMM Estimation of parameters is NAN
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16
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886
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February 22, 2022
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Mom in Dynare 5.0 does not load correct xls_sheet
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6
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372
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January 25, 2022
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Mode_compute = 6 works for Bayesian estimation but not SMM/GMM estimation
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3
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399
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December 12, 2021
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HP-filter data and theoretical moments
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7
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533
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November 5, 2021
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Problems on ramsey optimal policy and GMM
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6
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410
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November 4, 2021
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Tips with tricky calibration approach
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3
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644
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October 18, 2021
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GMM estimation for shocks in RBC models
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5
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505
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October 9, 2021
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Perform moment matching with Matlab
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2
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586
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October 8, 2021
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Which interest rate time series use for representing TR interest
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2
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261
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September 16, 2021
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Template for SMM
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3
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565
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September 10, 2021
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Adding a variable to model, other theoretical moments change
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2
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358
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September 3, 2021
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Prior distribution in Particle Filter
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3
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425
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August 3, 2021
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Calibrate to empirical steady state moments
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6
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577
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July 6, 2021
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Is this steady state assumption right?
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1
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332
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July 6, 2021
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Basic question about computing second moments in data
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2
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471
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June 20, 2021
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Questions about using estimation and calibration at the same time
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2
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406
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March 25, 2021
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