4.7.x Release

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

• Simulation:

  • Pruning at higher order (#1643)
  • Report of accuracy errors.
  • Complete interface for extended path.

• dseries & dates classes:

  • Interface to DBnomics.
  • Add id to each variable in dseries objects.
  • Allow mixed frequencies or create a new object with dseries of different frequencies.