- 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).
- Method of Moments (A first draft is in Dynare/dynare!1750, but the interface is still missing).
- Method of Moments (only the documentation is still missing).
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
