|
About the SMM/GMM/IRF-Matching category
|
|
1
|
1367
|
March 15, 2019
|
|
SMM estimation - finite sample moments
|
|
3
|
328
|
May 9, 2025
|
|
How to Generate IRFs with Confidence Intervals after GMM Estimation？
|
|
1
|
35
|
December 16, 2024
|
|
Simulated method of moments: quarterly averages of monthly artificial data
|
|
1
|
34
|
November 5, 2024
|
|
Bayesian IRF Matching Estimation - Posteriors equal to Priors
|
|
4
|
90
|
August 21, 2024
|
|
Linking SGU toolkit resolution to Dynare for GMM calibration
|
|
11
|
115
|
August 1, 2024
|
|
Simulated method of moments targeting correlations
|
|
5
|
127
|
July 29, 2024
|
|
Estimation with structural breaks (perfect foresight)
|
|
4
|
55
|
July 18, 2024
|
|
Scaling of Moments
|
|
6
|
153
|
June 17, 2024
|
|
SMM J_test not assigned a value and Size of Gradient
|
|
15
|
98
|
May 5, 2024
|
|
Does SMM estimation works for log-linearized system?
|
|
20
|
251
|
April 30, 2024
|
|
GMM specifying moments
|
|
1
|
129
|
March 21, 2024
|
|
SMM - hp-filtered model moments
|
|
7
|
723
|
March 15, 2024
|
|
Data for GMM/SMM
|
|
9
|
255
|
November 6, 2023
|
|
A Problem of No Stable Equilibrium
|
|
3
|
422
|
August 6, 2023
|
|
How to choose data to estimate SMM
|
|
3
|
625
|
November 14, 2022
|
|
How are model IRFs matched with VAR IRFs?
|
|
11
|
2903
|
May 24, 2023
|
|
Moment matching in borrower/saver DSGE model
|
|
7
|
640
|
May 15, 2023
|
|
Feed Different High-Dimensional Parameters to Dynare for SMM
|
|
13
|
471
|
April 14, 2023
|
|
Terminology: Moment matching and SMM
|
|
5
|
1606
|
September 2, 2021
|
|
Simulated method of moments using dynare
|
|
15
|
1352
|
January 9, 2023
|
|
A Problem in GMM Estimation
|
|
15
|
951
|
July 29, 2022
|
|
GMM estimation error
|
|
3
|
424
|
July 26, 2022
|
|
The standard deviation in matched_moement
|
|
1
|
460
|
April 26, 2022
|
|
Help with SMM estimation
|
|
11
|
880
|
April 25, 2022
|
|
IRF matching procedure
|
|
5
|
1356
|
March 19, 2022
|
|
GMM Estimation of parameters is NAN
|
|
16
|
1444
|
February 22, 2022
|
|
Mom in Dynare 5.0 does not load correct xls_sheet
|
|
6
|
527
|
January 25, 2022
|
|
Mode_compute = 6 works for Bayesian estimation but not SMM/GMM estimation
|
|
3
|
631
|
December 12, 2021
|
|
HP-filter data and theoretical moments
|
|
7
|
873
|
November 5, 2021
|