... | ... | @@ -53,7 +53,8 @@ Dynare 5 |
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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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`method_of_moments` command (!1750) and the new `matched_moments` block
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(preprocessor!23).
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(preprocessor!23). Moreover, by default, a new non-linear least squares optimizer
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based on `lsqnonlin` is used for minimizing the method of moments objective function (available under `mode_compute=13`). (3615962a6107e211861d7461e2310ba2d1366369, b4f293bdf29f766dfb3314b48d2407716a7d7025)
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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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... | ... | @@ -86,9 +87,6 @@ Dynare 5 |
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`heteroskedastic_filter` option of the `estimation` command, and
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configured via the `heteroskedastic_shocks` block. (!1844, !1851)
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- New non-linear least squares optimizer based on `lsqnonlin` for computing
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the mode (available under `mode_compute=13`). (3615962a6107e211861d7461e2310ba2d1366369, b4f293bdf29f766dfb3314b48d2407716a7d7025)
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- New option `mh_tune_guess` for setting the initial value for
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`mh_tune_jscale`. (!1717)
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