About the SMM/GMM/IRF-Matching category


#1

Questions related to the simulation method of moments (SMM) or the generalized method of moments (GMM)


#2

PAC3.mod (2.3 KB)
Dear Professor Johannes,

Please find attached codes for PAC model (SGU 2003). I am attempting to use SMM with 3rd order. I am reading your paper Risk matter, and codes but a bit hard for me at this point of time.

How do we set parameter.( which parameters). Can you please help me to improve PAC model codes.
Best Regards,
Shafi