Hello,
I am trying to estimate a search and matching model of unemployment, a very basic version as in Lubik (attached). I use observations on output, unemployment (rates), wages and vacancies. I detrend the data prior of estimation and add a constant term in order to get all positive numbers. However, the results are very bad..
Could someone help me in order to understand what am I doing wrong? Also considering that with the simulated series I obtain good estimates, what can I do to improve the fit?
Best
G
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strange posterior densities
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strange posterior densities
by ilobayesian » Mon Jul 25, 2011 4:13 pm
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code_estimation.txt- (1.64 KiB) Downloaded 252 times
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- ilobayesian
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Re: strange posterior densities
by bhollen76 » Sat Feb 11, 2012 2:31 pm
There's a new company profile out there. Looks interesting:
http://www.fastmr.com/prod/321032_globa ... namic.aspx
http://www.fastmr.com/prod/321032_globa ... namic.aspx
- bhollen76
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