# SMM/GMM/IRF-Matching **URL:** https://forum.dynare.org/c/estimation/smmgmm/18.md?page=2 [Latest](https://forum.dynare.org/latest.md) · [Categories](https://forum.dynare.org/categories.md) **Page:** 3 --- ## [Questions about GMM](https://forum.dynare.org/t/questions-about-gmm/15747)
**Author:** [@kevin\_b](https://forum.dynare.org/u/kevin_b)\ **Replies:** 3\ **Last updated:** [7 May 2020 12:21 UTC](https://forum.dynare.org/t/questions-about-gmm/15747 "2020-05-07T12:21:25Z")
Hi, I would like to know what is the advantage of using GMM for estimation? Why don’t the researchers simply choose parameters to minimize sum of squares error (SSE) of the difference between the real data and simulated… --- ## [IRF matching Results](https://forum.dynare.org/t/irf-matching-results/15165)
**Author:** [@Madihaatif](https://forum.dynare.org/u/Madihaatif)\ **Replies:** 20\ **Last updated:** [4 March 2020 14:33 UTC](https://forum.dynare.org/t/irf-matching-results/15165 "2020-03-04T14:33:57Z")
I want to estimate model using IRF Matching. Model is working but parameters are not estimated. What to do? code and files attachedbuild\_companionform.m (608 Bytes) IRF\_matching\_objective.m (1.1 KB) get\_empirical\_IRFs.m … --- ## [Generalized method of moments (GMM Model)](https://forum.dynare.org/t/generalized-method-of-moments-gmm-model/14806)
**Author:** [@Fatema19](https://forum.dynare.org/u/Fatema19)\ **Replies:** 2\ **Last updated:** [29 November 2019 21:56 UTC](https://forum.dynare.org/t/generalized-method-of-moments-gmm-model/14806 "2019-11-29T21:56:02Z")
Hello everyone ! I’m a PhD student in finance, but for one of my papers i must use an econometric model for the study, my topic is related to bonds and economic growth and as case of the study i choosed France and UK. J… --- ## [Asymmetric Impulse Response Functions](https://forum.dynare.org/t/asymmetric-impulse-response-functions/14290)
**Author:** [@camaracmb](https://forum.dynare.org/u/camaracmb)\ **Replies:** 2\ **Last updated:** [29 August 2019 01:17 UTC](https://forum.dynare.org/t/asymmetric-impulse-response-functions/14290 "2019-08-29T01:17:49Z")
Dear all I am trying to estimate a model using IRF matching between my empirical model and my DSGE model. Using Barnichon and Matthes asymmetric IRF model, I find in the data an asymmetric response of exports and import… --- ## [Generalized method of moments in Dynare](https://forum.dynare.org/t/generalized-method-of-moments-in-dynare/13460)
**Author:** [@Stella](https://forum.dynare.org/u/Stella)\ **Replies:** 6\ **Last updated:** [27 March 2019 19:31 UTC](https://forum.dynare.org/t/generalized-method-of-moments-in-dynare/13460 "2019-03-27T19:31:29Z")
I am new to dynare. I am trying to replicate the calibration of the paper ‘Structural transformation and aggregate productivity’ by Margarida Duarte and Diego Restuccia. In this calibration technique, some parameters ar… --- ## [Questions on info = stoch\_simul(var\_list\_)](https://forum.dynare.org/t/questions-on-info-stoch-simul-var-list/13180)
**Author:** [@annika](https://forum.dynare.org/u/annika)\ **Replies:** 1\ **Last updated:** [2 February 2019 15:49 UTC](https://forum.dynare.org/t/questions-on-info-stoch-simul-var-list/13180 "2019-02-02T15:49:59Z")
Dear all, I am in the process of calibrating my model by minimizing the squared distance of my model output relative to data targets. My objective function computes the squared distance for any vector x of parameters. F… --- ## [UseParallel feature of fmincon](https://forum.dynare.org/t/useparallel-feature-of-fmincon/6067)
**Author:** [@trdl](https://forum.dynare.org/u/trdl)\ **Replies:** 10\ **Last updated:** [30 August 2018 11:42 UTC](https://forum.dynare.org/t/useparallel-feature-of-fmincon/6067 "2018-08-30T11:42:12Z")
Hello, Using dynare 4.4.3 and matlab 2016b, I’m trying to use the “UseParallel” feature of fmincon in order to estimate a SW-type of DSGE with mode\_compute = 1. Unfortunately the estimation stops after 1 iteration (what… --- ## [Problem with info()](https://forum.dynare.org/t/problem-with-info/11705)
**Author:** [@shr](https://forum.dynare.org/u/shr)\ **Replies:** 1\ **Last updated:** [21 April 2018 10:45 UTC](https://forum.dynare.org/t/problem-with-info/11705 "2018-04-21T10:45:42Z")
Hi, I am trying to use IRF matching to estimate the parameters of a model that sometimes runs into problems with the Blanchard-Kahn and/or the rank condition. I am estimating also the parameters of the monetary policy r… --- ## [Targeting second moments](https://forum.dynare.org/t/targeting-second-moments/11111)
**Author:** [@pb2415](https://forum.dynare.org/u/pb2415)\ **Replies:** 1\ **Last updated:** [16 December 2017 20:05 UTC](https://forum.dynare.org/t/targeting-second-moments/11111 "2017-12-16T20:05:30Z")
Hi I am wondering whether dynare has any readymade code available for minimising the distance between the model and data moments of a few target variables. As I understand it is impossible to match all the moments of re… --- ## [Estimation of third order approximation](https://forum.dynare.org/t/estimation-of-third-order-approximation/4252)
**Author:** [@alexmaci](https://forum.dynare.org/u/alexmaci)\ **Replies:** 5\ **Last updated:** [8 December 2017 09:56 UTC](https://forum.dynare.org/t/estimation-of-third-order-approximation/4252 "2017-12-08T09:56:56Z")
Hi I just wanted to ask if dynare is able to estimate (and also make a historical decomposition of shocks) a model which has a third-order approximation ? This third order is needed to generate time variant term premia… --- ## [Running same code twice, getting slightly different results](https://forum.dynare.org/t/running-same-code-twice-getting-slightly-different-results/11008)
**Author:** [@nemmerel](https://forum.dynare.org/u/nemmerel)\ **Replies:** 6\ **Last updated:** [1 December 2017 15:09 UTC](https://forum.dynare.org/t/running-same-code-twice-getting-slightly-different-results/11008 "2017-12-01T15:09:51Z")
Dear all, I am using SMM to calibrate some parameters of a macro model, using moments from Dynare. The moments I am using are the 2nd order theoretical moments from Dynare. I have recently noticed that running the exac… --- ## [Solving model as part of fminsearch](https://forum.dynare.org/t/solving-model-as-part-of-fminsearch/6304)
**Author:** [@Ansgar](https://forum.dynare.org/u/Ansgar)\ **Replies:** 3\ **Last updated:** [11 August 2017 13:59 UTC](https://forum.dynare.org/t/solving-model-as-part-of-fminsearch/6304 "2017-08-11T13:59:06Z")
Hi, I am estimating the parameters of a DSGE model by matching the IRFs of an identified VAR model. The criterion function is the squared difference between the model IRFs and the IRFs of the VAR, and look for a way to … --- ## [Dynare and GMM/SMM sample code](https://forum.dynare.org/t/dynare-and-gmm-smm-sample-code/5146)
**Author:** [@jint83](https://forum.dynare.org/u/jint83)\ **Replies:** 4\ **Last updated:** [27 November 2015 18:25 UTC](https://forum.dynare.org/t/dynare-and-gmm-smm-sample-code/5146 "2015-11-27T18:25:34Z")
Is there an example where the parameters in a mod file are estimated with GMM or Simulated Method of Moments, instead of using the Bayesian MCMC type of procedure. A reference paper with complete package of codes would b… [Previous page](https://forum.dynare.org/c/estimation/smmgmm/18.md?page=1)