* And also possibly through the Dynare store on all platforms
6.x version
===========
* 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).
- 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.).
...
...
@@ -19,4 +25,30 @@
- 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
* Move to Dragonfly for parallel execution (#1675)
* Rewrite the build system using [Meson](https://mesonbuild.com)
Longer term projects
====================
* Add global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (see #162)