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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