Soon
- Availability through MATLAB Online
- And also possibly through the MATLAB store on all platforms
6.x version
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Estimation:
- 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.
- Bayesian methods of moments (à la Christiano et al.).
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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.
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Move to Dragonfly for parallel execution (#1675)
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Rewrite the build system using Meson
Longer term projects
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Add global solution methods
- adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
- stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (see #162)
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Heterogeneous Agents New-Keynesian (HANK) models
- sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
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Markov-switching DSGE à la RISE
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More interactive model building (à la TROLL)
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Better performance of perfect foresight solver for very large models (ideally reaching performance parity with TROLL)
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Better solver for mixed-complementarity problems (MCP)
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Use dseries in more places (#832)
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Better semantics for options in
.modfiles (#1414) -
Rewrite handling of external functions: for better performance, and for k-order derivatives (#300)
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Rewrite in or interface with another language (Julia, Python)