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This document [[attachment:an DsgeLikelihood.rtf|C++DsgeLikelihood]] 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. This document [[attachment:EstimationDLL_06.BMP|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.

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)