Provisions for conditional likelihhod estimation.

src/DynareBison.yy

@@ -91,6 +91,7 @@ class ParsingDriver;
 %token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
 %token <string> INT_NUMBER
+%token CONDITIONAL_LIKELIHOOD
 %token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
 %token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SCHUR_VEC_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
 %token LAPLACE LIK_ALGO LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
@@ -2179,6 +2180,7 @@ estimation_options : o_datafile
                    | o_moments_varendo
                    | o_contemporaneous_correlation
                    | o_filtered_vars
+                   | o_conditional_likelihood
                    | o_fast_kalman_filter
                    | o_kalman_algo
                    | o_kalman_tol
@@ -3668,6 +3670,7 @@ o_load_results_after_load_mh : LOAD_RESULTS_AFTER_LOAD_MH { driver.option_num("l
 o_loglinear : LOGLINEAR { driver.option_num("loglinear", "true"); };
 o_linear_approximation : LINEAR_APPROXIMATION { driver.option_num("linear_approximation", "true"); };
 o_logdata : LOGDATA { driver.option_num("logdata", "true"); };
+o_conditional_likelihood : CONDITIONAL_LIKELIHOOD {driver.option_num("conditional_likelihood.status", "true"); };
 o_nodiagnostic : NODIAGNOSTIC { driver.option_num("nodiagnostic", "true"); };
 o_bayesian_irf : BAYESIAN_IRF { driver.option_num("bayesian_irf", "true"); };
 o_dsge_var : DSGE_VAR EQUAL non_negative_number

src/DynareFlex.ll

@@ -380,6 +380,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>constant	{return token::CONSTANT;}
 <DYNARE_STATEMENT>noconstant	{return token::NOCONSTANT;}
 <DYNARE_STATEMENT>filename      {return token::FILENAME;}
+<DYNARE_STATEMENT>conditional_likelihood      {return token::CONDITIONAL_LIKELIHOOD;}
 <DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
 <DYNARE_STATEMENT>plot_priors   {return token::PLOT_PRIORS;}
 <DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}