4.6.x Release

• Estimation:

  • Conditional likelihood (I already have a branch with first order approximation, but I want to implement second and third order, and also the case without approximation for backward nonlinear models).
  • GMM/SMM (https://github.com/JohannesPfeifer/dynare/tree/Andreasen has a mostly working version, but the interface is missing).
  • Allow setting the initial of the Kalman filter (!1522)
  • Enable estimating models with unanticipated structural break.
  • Allow estimation under optimal policy (Ramsey works, but needs to be tested; Juan Medina Guzman supplied Johannes with code for discretionary policy).
  • Bayesian methods of moments (à la Christiano et al.).
  • Nonlinear (particle) filter at order 3.

• Simulation:

  • Report of accuracy errors.
  • Complete interface for extended path.

• Preprocessor:

  • JSON output (This was suggested by Pablo, we already have an implementation in the master branch).
  • Move the preprocessor in another repository (factorization with the Julia version of Dynare).

• dseries & dates classes:

  • Move to master branch (new class interface). This is now possible because Octave 5.1.0 fixes Octave bug #46571, and we raised the minimal MATLAB version to R2009b (the new class interface has been introduced in R2008a).
  • Interface to db.nomics (widukind).
  • Add id to each variable in dseries objects.

• Documentation:

  • Rewrite the reference manual with sphinx in a separate repo. I already have an intern working in this. It should be done this summer.

  • ADD LINKS TO THE SUMMER SCHOOL SLIDES (#243 (closed))

• Build system:

  • Improve cross compilation for Windows.
  • Add cross compilation for OSX target.

4.7.x Release

• Allow mixed frequencies in dseries or create a new object with dseries of different frequencies.