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Add missing years of publication
authored
Oct 04, 2021
by
Sébastien Villemot
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NewFeatures.md
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@@ -26,16 +26,16 @@ Dynare 4.7
-
New Method of Moments toolbox that provide functionality to estimate
parameters by (i) Generalized Method of Moments (GMM) up to 3rd-order pruned
perturbation approximation or (ii) Simulated Method of Moments (SMM) up to
any perturbation approximation order. T
t
he toolbox is inspired by
any perturbation approximation order. The toolbox is inspired by
replication codes accompanied to Andreasen et al. (2018), Born and Pfeifer
(2014), and Mutschler (2018). It is accessible via the new
`method_of_moments`
command (!1750) and the new
`matched_moments`
block
(preprocessor!23).
-
Implementation of the Occbin algorithm by Guerrieri and Iacoviello (#569,
-
Implementation of the Occbin algorithm by Guerrieri and Iacoviello
(2015)
(#569,
preprocessor#68), together with the inversion filter of Cuba-Borda,
Guerrieri, and Iacoviello and the piecewise Kalman filter of Giovannini,
Pfeiffer, and Ratto (!1876). It is available via the new block
Guerrieri, and Iacoviello
(2019)
and the piecewise Kalman filter of Giovannini,
Pfeiffer, and Ratto
(2021)
(!1876). It is available via the new block
`occbin_constraints`
and the new commands
`occbin_setup`
,
`occbin_solver`
,
`occbin_graph`
and
`occbin_write_regimes`
.
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