Simulated method of moments
Posted: Mon May 07, 2012 6:49 pmHello!
While trying to write a code in order to estimate a DSGE model using the Simulated Method of Moments I have found the function simulated_moments_estimation(dataset,options, parallel) by accessing
http://www.dynare.org/dynare-matlab-m2h ... ation.html. I have also seen that the latest generation has been done today. Would you please tell me if you manage to incorporate the simulated method of moments in Dynare or is still the same unfinished code as it has been asked in some older posts of Daniel Bendel?
I have also found the smm_objective function and the moment_function. These are also unfinished codes that can not be used?
While trying to write a code in order to estimate a DSGE model using the Simulated Method of Moments I have found the function simulated_moments_estimation(dataset,options, parallel) by accessing
http://www.dynare.org/dynare-matlab-m2h ... ation.html. I have also seen that the latest generation has been done today. Would you please tell me if you manage to incorporate the simulated method of moments in Dynare or is still the same unfinished code as it has been asked in some older posts of Daniel Bendel?
I have also found the smm_objective function and the moment_function. These are also unfinished codes that can not be used?