Change default mode finder for nonlinear estimation
As discussed in Fernandez-Villaverde/Rubio Ramirez (2007): "Estimating Macroeconomic Models:A Likelihood Approach" and Andreasen (2009): "How to Maximize the Likelihood Function for a DSGE Model" the resampling step in particle filtering creates discontinuities in the parameters. Thus, using gradient based optimizers is discouraged. Based on the latter paper, I would suggest to change the default to mode_compute=9 in this case.