- Conditional likelihood (@stepan-a already has a branch with first order approximation; needs to implement second and third order, and also the case without approximation for backward nonlinear models).
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
* Simulation:
- Pruning at higher order (#1643)
- Report of accuracy errors.
- Complete interface for extended path.
* dseries & dates classes:
- Interface to DBnomics.
- Add id to each variable in dseries objects.
- Allow mixed frequencies or create a new object with dseries of different frequencies.
* Move to Dragonfly for parallel execution (#1675)
* Rewrite the build system using [Meson](https://mesonbuild.com)
Longer term projects
====================
* Global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)