C++ Estimation and DsgeLikelihood Design

This document C++EstimationAndDsgeLikelihood outlines 2nd draft design of C++ implementation of Estimation and Dsge_Likelihood based loosely on Matalb Dynare implementation with some addiitional features such as parameter description structure aimed at future handling sub-samples in Kalman filter for regime changes.

Function parameters are still in a flux

See also new Dynare regime change Estimation Module

DynareWiki: EstimationDsgeLikelihoodDesign (last edited 2010-04-29 10:39:27 by GeorgePerendia)