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