- 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).
- GMM/SMM (https://github.com/JohannesPfeifer/dynare/tree/Andreasen has a mostly working version, but the interface is missing).
- Allow setting the initial of the Kalman filter (!1522)
- Enable estimating models with unanticipated structural break.
- Allow estimation under optimal policy (Ramsey works, but needs to be tested; Juan Medina Guzman supplied Johannes with code for discretionary policy).
- Bayesian methods of moments (à la Christiano et al.).
- Nonlinear (particle) filter at order 3.
- Report of accuracy errors.
- Complete interface for extended path.
- JSON output (This was suggested by Pablo, we already have an implementation in the master branch).
- Move the preprocessor in another repository (factorization with the Julia version of Dynare).
dseries & dates classes:
- Move to master branch (new class interface). This is now possible because Octave 5.1.0 fixes Octave bug #46571, and we raised the minimal MATLAB version to R2009b (the new class interface has been introduced in R2008a).
- Interface to db.nomics (widukind).
- Add id to each variable in dseries objects.
Rewrite the reference manual with sphinx in a separate repo. I already have an intern working in this. It should be done this summer.
ADD LINKS TO THE SUMMER SCHOOL SLIDES (#243 (closed))
- Improve cross compilation for Windows.
- Add cross compilation for OSX target.
- Allow mixed frequencies in dseries or create a new object with dseries of different frequencies.