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).
(preprocessor!23). Moreover, by default, a new non-linear least squares optimizer
based on `lsqnonlin` is used for minimizing the method of moments objective function (available under `mode_compute=13`). (3615962a6107e211861d7461e2310ba2d1366369, b4f293bdf29f766dfb3314b48d2407716a7d7025)
- Implementation of the Occbin algorithm by Guerrieri and Iacoviello (2015) (#569,
preprocessor#68), together with the inversion filter of Cuba-Borda,
...
...
@@ -86,9 +87,6 @@ Dynare 5
`heteroskedastic_filter` option of the `estimation` command, and
configured via the `heteroskedastic_shocks` block. (!1844, !1851)
- New non-linear least squares optimizer based on `lsqnonlin` for computing
the mode (available under `mode_compute=13`). (3615962a6107e211861d7461e2310ba2d1366369, b4f293bdf29f766dfb3314b48d2407716a7d7025)
- New option `mh_tune_guess` for setting the initial value for