I have updated my econometrics lecture notes to use Dynare on Julia for ML and Bayesian estimation of a linearized mode. There is some comparison to other estimation methods, too: GMM, Bayesian GMM, and forms of simulated moments estimation. The short story, using a very simple theoretical model, is that the linearization/ML/Bayesian approach gives fairly accurate point estimates, but the reliability of confidence intervals is in some doubt. The use of Dynare is in Chapters 15 and 17, in case this is of interest. Please see GitHub - mcreel/Econometrics: Econometrics lecture notes with examples using the Julia language Comments are welcome.
Thank you a lot! Little question, to read the pdf, it is better to run the lyx code, right? Because, for the pdf, the following message comes up:
Error rendering embedded code
Invalid PDF
but it could just be me!
I think the pdf file should be fine, my students have been using it without problems. Just click on the econometrics.pdf file from the github page above, and you should be able to see the contents. Then at the upper right, there is an icon to download it. If you have problems, please write me directly or open an issue on above linked github site.
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I am extremely sorry for the question! Indeed, everything works! I cannot thank you enough for the resources!
No problem, I just meant to keep the discussion in this forum focused on Dynare.
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