Nonlinear Estimation interface

This page describes the algorithms available to estimate nonlinear models using particle filters. Currently only the estimation based on the solution of the second order approximation of the model is implemented (third order approxiamtion should be implemented in the coming year).

New options of the estimation command

Currently there is no interface (the user has to manipulate the global structure options_), the following options (discussed with Frédéric) needs to be implemented:

DynareWiki: NonLinearEstimation (last edited 2014-09-08 19:45:49 by StéphaneAdjemian)