replication codes accompanied to Andreasen et al. (2018), Born and Pfeifer
replication codes accompanied to Andreasen et al. (2018), Born and Pfeifer
(2014), and Mutschler (2018). It is accessible via the new
(2014), and Mutschler (2018). It is accessible via the new
`method_of_moments` command (!1750) and the new `matched_moments` block
`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,
- Implementation of the Occbin algorithm by Guerrieri and Iacoviello (2015) (#569,
preprocessor#68), together with the inversion filter of Cuba-Borda,
preprocessor#68), together with the inversion filter of Cuba-Borda,
...
@@ -86,9 +87,6 @@ Dynare 5
...
@@ -86,9 +87,6 @@ Dynare 5
`heteroskedastic_filter` option of the `estimation` command, and
`heteroskedastic_filter` option of the `estimation` command, and
configured via the `heteroskedastic_shocks` block. (!1844, !1851)
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
- New option `mh_tune_guess` for setting the initial value for
