- New Method of Moments toolbox: `method_of_moments` command (Dynare/dynare!1750) and `matched_moments` block (Dynare/preprocessor!23) 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. Toolbox is inspired by replication codes accompanied to Andreasen et al. (2018), Born and Pfeifer (2014), and Mutschler (2018).
- performance optimization to pruned state space system and lyapunov solvers (Dynare/dynare!1749, Dynare/dynare!1745, Dynare/dynare#1737)
-`stoch_simul` now supports theoretical moments at `order=3` with `pruning` (dfc73576)
- Option `block` of `model` can now be used in conjunction with `use_dll`