Hi,

I have a simple two-country model that reads four data series, Consumption and Dividend of Two Countries.

I have four shocks and want to estimate the parameters in the shock Variance-Covariance matrix (correlation, and variance). It seems the best way to learn is to learn from the simplest example possible.

Is there a minimal example that would allow me to achieve this, through any one of, or preferrably I want to see both, by utilizing:

1.Particle Filter, applied on RBC.mod

2.SMM, applied on RBC.mod

Per the standard Dynare example mod file at http://www.dynare.org/documentation-and-support/examples/rbc.zip, I apolgoize if RBC.mod is inappropiate and there are better minimal examples out there that deals with estimation as well.

Thank you.