Dynare Forum
Bayesian estimation has a problem
Stochastic simulations
jpfeifer
January 13, 2020, 9:07am
7
You are working with trending data. That cannot work.
Troubles using the Identification command and mh_autocorrelation_function in bayesian estimation of the Laubach and Williams (2003) model
Problem with 'POSTERIOR KERNEL OPTIMIZATION PROBLEM!'
Estimation problems of "Matrix must be positive definite"
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