From 80e109025719014fe2ca06d9e0d9c80af15ebdc4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 7 May 2021 17:41:05 +0200
Subject: [PATCH] Add no_init_estimation_check_first_obs option to estimation

Ref. dynare!1839
---
 src/DynareBison.yy | 4 +++-
 src/DynareFlex.ll  | 1 +
 2 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 04861ca5..682ec7c4 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -164,7 +164,7 @@ class ParsingDriver;
 %token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION SAVE_REALTIME
 %token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS
 %token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
-%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION
+%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION NO_INIT_ESTIMATION_CHECK_FIRST_OBS
 /* Method of Moments */
 %token METHOD_OF_MOMENTS MOM_METHOD
 %token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE 
@@ -2016,6 +2016,7 @@ estimation_options : o_datafile
                    | o_diagonal_only
                    | o_occbin_likelihood
                    | o_occbin_smoother
+                   | o_no_init_estimation_check_first_obs
                    ;
 
 name_value_pair : QUOTED_STRING COMMA QUOTED_STRING
@@ -3714,6 +3715,7 @@ o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use
                    ;
 o_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); };
 o_icd_colormap : COLORMAP EQUAL symbol { driver.option_num("initial_condition_decomp.colormap",$3); };
+o_no_init_estimation_check_first_obs : NO_INIT_ESTIMATION_CHECK_FIRST_OBS { driver.option_num("no_init_estimation_check_first_obs", "true"); };
 
 // Some options to "method_of_moments"
 o_bartlett_kernel_lag : BARTLETT_KERNEL_LAG EQUAL INT_NUMBER { driver.option_num("mom.bartlett_kernel_lag", $3); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 2451d6e6..b7113f79 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -436,6 +436,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>occbin_likelihood {return token::OCCBIN_LIKELIHOOD;}
 <DYNARE_STATEMENT>occbin_smoother {return token::OCCBIN_SMOOTHER;}
 <DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;}
+<DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;}
 
 <DYNARE_STATEMENT>alpha {
   yylval->build<string>(yytext);
-- 
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