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4.6.x Release
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=============
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* Estimation:
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- 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).
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- GMM/SMM (https://github.com/JohannesPfeifer/dynare/tree/Andreasen has a mostly working version, but the interface is missing).
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- Allow setting the initial of the Kalman filter (https://github.com/DynareTeam/dynare/issues/1409 did first part)
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- Enable estimating models with unanticipated structural break.
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- Allow estimation under optimal policy (Ramsey works, but needs to be tested; Juan Medina Guzman supplied Johannes with code for discretionary policy).
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- Bayesian methods of moments (à la Christiano et al.).
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- Nonlinear (particle) filter at order 3.
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* Simulation:
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- Report of accuracy errors.
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- Complete interface for extended path.
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* Preprocessor:
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- JSON output (This was suggested by Pablo, we already have an implementation in the master branch).
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- Move the preprocessor in another repository (factorization with the Julia version of Dynare).
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* dseries & dates classes:
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- Move to master branch (new class interface). More efficient and comes with interface to x13. The problem is that Octave still have some bugs with the new class interface. As far as I remember the only problem is with the subsasgn method.
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- Interface to db.nomics (widukind).
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- Add id to each variable in dseries objects.
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- Allow mixed frequencies in dseries or create a new object with dseries of different frequencies.
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* Documentation:
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- Rewrite the reference manual with sphynx in a separate repo. I already have an intern working in this. It should be done this summer.
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* Build system:
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- Improve cross compilation for Windows.
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- Add cross compilation for OSX target.
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4.7.x Release
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============= |
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