- 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 (https://github.com/DynareTeam/dynare/issues/1409 did first part)
- Allow setting the initial of the Kalman filter (([#1522](https://github.com/DynareTeam/dynare/issues/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.).
...
...
@@ -31,8 +31,7 @@
- Rewrite the reference manual with sphynx 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.
- ADD LINKS TO THE SUMMER SCHOOL SLIDES ([#243](https://github.com/DynareTeam/dynare/issues/243))
