Best methods for calibrating/estimating parameters

Estimation
12
  1. The file at DSGE_mod/Born_Pfeifer_RM_Comment.mod at master · JohannesPfeifer/DSGE_mod · GitHub contains a basic SMM.
  2. I have never recommended using the HP-filter for ML or Bayesian estimation (see e.g. Demean the series or not - #2 by jpfeifer). The only exception is indirect inference. See HP Filter simulated variables
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