Can dynare handle "kinks", ie, non differentiable function

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Can dynare handle "kinks", ie, non differentiable function

Postby hewei2004 » Fri Jun 15, 2012 9:19 pm

Suppose I have a constraint, ie. 3+x^2<y^3
How would I implement it in the mod file?
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Re: Can dynare handle "kinks", ie, non differentiable functi

Postby jpfeifer » Sat Jun 30, 2012 12:55 pm

If you are talking about a stochastic model, Dynare does not support this. Your best shot is to look at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3104
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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