== Identification == === Local identification === * keyword + option in preprocessor * entry function: dynare_identification (move to special directory) * polishing * change default of prior_mc to 1 => set parameter values at which to check identification: posterior mode, prior mode, posterior mean... (we should probably introduce a syntax that will be reused for stoch_simul after estimation, for the smoother, for forecast after estimation...) * add declaration of parameter list (after the list of options, like the list of variables for stoch_simul) * rename options_ident.prior_range -> use_prior_shape (+ preprocessor) * streamline output * rank condition * if not satisfied, why ? * needs documentation + test * further developments: * SVD decomposition of Jacobian matrix * derivative of Kalman filter for derivative of information matrix (also useful for optimization) * References: Helsinki Conference paper + papers cited there in === Global identification === * exploration stage * consequences for unicity of steady state * provide 2nd derivatives of the static model [[https://www.dynare.org/trac/ticket/127|Ticket #127]] == Steady State == * check global/local use of M_.params when some parameters are changed in the computation of the steady state (partially done) * steady_state_model: * explore possibility of providing 1st and 2nd derivatives of analytical steady state with respect to parameters * provide for call to fsolve() with Dynare model sub-blocs (equation tag ?) (to be implemented) * exceptions (return with penalty, alternative functional forms such as Cobb-Douglas as a degenerate case of CES) for some parameter and endogenous variable values * allow # expressions in steady_state_model (derivatives are transparent) * allow for modification of parameters in steady_state_model (! derivatives) * STEADY_STATE operator: derivative with respect to parameter is NOT zero in dynamic model. Derivative of steady state with respect to parameter needs to be provided to dynamic model derivator (current bug, [[https://www.dynare.org/trac/ticket/128|Ticket #128]]) == Parallel toolbox ==