Issues with estimation MCMC method

Estimation ML/Bayesian estimation

jpfeifer 22 November 2020 10:43 4

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A Question on Bayesian Estimation and Calibration Dynare help (legacy posts)

Hi Guys, In all the papers concerning the Bayesian estimation approach, there are always some parameters which need to be fixed (to be calibrated rather than be imposed some prior and be estimated). Is there any efficient rule to judge which parameters to be calibrated or to be estimated?

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