limited information methods in dynare
Posted: Sun Mar 01, 2009 12:31 amHey,
I am relatively new to Dynare. I was trying to use a limited information approach to estimate the model i am working with (i am basically trying to estimate my set of parameters by matching the theoretical impulse responses to those from a structural VAR. Has anyone doe that before in Dynare? I would appreciate any guidance on the issue. It would be great if someone has done that before and is willing to let me take a look at his/her code. Thanks a lot in advance.
Sam
I am relatively new to Dynare. I was trying to use a limited information approach to estimate the model i am working with (i am basically trying to estimate my set of parameters by matching the theoretical impulse responses to those from a structural VAR. Has anyone doe that before in Dynare? I would appreciate any guidance on the issue. It would be great if someone has done that before and is willing to let me take a look at his/her code. Thanks a lot in advance.
Sam