Hi,

I have a simple problem, yet I can’t find an efficient solution. I have a DSGE model to estimate using several datasets. Let me explain: one model, one set of parameters to estimate using maximum likelihood, but 17 different datasets for 17 different countries. I cannot simply merge the data together as it would imply some temporal link between the data of a country with another country.

If I was having to do it myself, I would just compute the log-likelihood for each country dataset and add them together.

How can you do that in dynare ?

One tedious/inefficient solution would be to have in your file 17 version of the model with identical parameters…

Best,

Adrien