Estimation from Multiple Observational Data

Estimation ML/Bayesian estimation
1

Dear Professor, if I would like to perform Bayesian estimation using multiple observational data, as in the paper “DSGE Models in a Data-Rich Environment”, how should I proceed?
DSGE MODELS IN A DATA-RICH ENVIRONMENT.pdf (639.1 KB)

2

I would try to look for replication files of more recent papers like