WIP: Preparations for method of moments estimation: command

Willi Mutschlerrequested to merge
wmutschl/preprocessor:moment_estimation into master

I finished a first draft for GMM (up to third order using the pruned state space) and SMM (up to 3rd order with pruning and to any k-order without pruning) in Dynare and need some preparations in the preprocessor. It is on my branch moment_estimation and I will merge it soon.

Stuff I already did in this merge request

First, due to some work by @JohannesPfeifer, the preprocessor currently already has commands called gmm_estimation and smm_estimation. As discussed in dynare#1724 (closed), we should merge these into one command called method_of_moments(OPTIONS). This is the goal of this merge request. Also, method_of_moments(OPTIONS) behaves similar to identification in the sense that it creates its own structure with options.

Further to Dos

I have no idea how to implement the following:

  • make the fields mom_method and datafile required
  • if order > 2 then we need to make sure that k_order_solver is selected and all files created (similar to stoch_simul and identification)
  • method of moments order should be independent of the order set by other functions, eg stoch_simul or identification

Once this has been merged, I will merge the first draft of the method of moments toolbox.

Edited by Willi Mutschler

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