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Particle filter Estimation
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Particle filter Estimation
by drooj09 » Thu Aug 12, 2010 3:13 pm
When can we expect to have the version that will allow DSGE estimation using particle filter ?
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Re: Particle filter Estimation
by jpfeifer » Sat Aug 21, 2010 7:16 am
You can monitor the progress of Dynare at:
However, considering that the Particle Filter is intended for Dynare 4.3 and Dynare 4.2 is running late for more than 5 months now, I would not expect it to be ready anytime soon.
- Code: Select all
https://www.dynare.org/trac/query?status=assigned&status=new&status=accepted&status=reopened&group=status&milestone=4.3
However, considering that the Particle Filter is intended for Dynare 4.3 and Dynare 4.2 is running late for more than 5 months now, I would not expect it to be ready anytime soon.
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Re: Particle filter Estimation
by StephaneAdjemian » Thu Sep 02, 2010 12:36 pm
Hi, first particle filter routines will be released in 4.3. We are making good progress but the code are not clean and efficient enough at this stage...
Best, Stéphane.
Best, Stéphane.
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