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About the SMM/GMM/IRF-Matching category
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1
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1360
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March 15, 2019
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Simulated method of moments: quarterly averages of monthly artificial data
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1
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23
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November 5, 2024
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Bayesian IRF Matching Estimation - Posteriors equal to Priors
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4
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58
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August 21, 2024
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Linking SGU toolkit resolution to Dynare for GMM calibration
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11
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99
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August 1, 2024
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Simulated method of moments targeting correlations
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5
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103
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July 29, 2024
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Estimation with structural breaks (perfect foresight)
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4
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52
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July 18, 2024
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Scaling of Moments
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6
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120
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June 17, 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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95
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May 5, 2024
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Does SMM estimation works for log-linearized system?
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20
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240
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April 30, 2024
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GMM specifying moments
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1
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127
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March 21, 2024
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SMM - hp-filtered model moments
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7
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717
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March 15, 2024
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Data for GMM/SMM
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9
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247
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November 6, 2023
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A Problem of No Stable Equilibrium
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3
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418
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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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617
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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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2823
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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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623
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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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466
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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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1546
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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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1251
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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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929
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July 29, 2022
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GMM estimation error
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3
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422
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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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459
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April 26, 2022
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Help with SMM estimation
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11
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868
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April 25, 2022
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IRF matching procedure
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5
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1296
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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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1414
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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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524
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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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623
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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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842
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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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564
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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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991
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October 18, 2021
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