- 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).
- 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.
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
- Bayesian methods of moments (à la Christiano et al.).
