About estimation issue

Estimation
1

Dear Prof Pfeifer,

I would like to estimate a median-scale model using Kulish, Morley and Robinson (JME 2017). I don’t think this estimation methodology is part of Dynare estimation.

However, is it possible for me to use the steady-state solution and Log-linearized model in state-space form obtained from Dynare with an estimation procedure which is not part of Dynare but written in MATLAB code? This will save me time to log-linearize the model by hand and minimize errors.

Thanks for your help.

Best wises
Xiaoshan

2

You can do this, but it might be challenging. It very much depends on the details. I have not read that paper you reference.