# Bayesian estimation has a problem

**URL:** <https://forum.dynare.org/t/bayesian-estimation-has-a-problem/15008>\
**Category:** Stochastic simulations\
**Created:** [12 January 2020 16:42 UTC](https://forum.dynare.org/t/bayesian-estimation-has-a-problem/15008 "2020-01-12T16:42:28Z")\
**Posts on this page:** 1\
**Showing post:** 7

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [13 January 2020 09:07 UTC](https://forum.dynare.org/t/bayesian-estimation-has-a-problem/15008/7 "2020-01-13T09:07:18Z")

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You are working with trending data. That cannot work.

> [@Bringing model to the data](https://forum.dynare.org/t/bringing-model-to-the-data/11390/2):
>
> Please first read [Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”](https://drive.google.com/file/d/1r89OU5OE3CBa6tOlj6l3hNVWEaRH5Anv/view?usp=sharing)

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