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== Estimation and Dsge_Likelihood Design == | == C++ Estimation and Dsge_Likelihood Design == |
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See also [[EstimationModule|new Dynare regime change Estimation Module]] |
C++ Estimation and Dsge_Likelihood Design
This document an DsgeLikelihood.rtf outlines 1st draft design of C++ implementation of Dsge_Likelihood based closely on Matalb Dynare implementation with some addiitional featrures such as parameter description structure aimed at future handling sub-samples in Kalman filter for regime changes.
Function parameters are still in a flux