Thanks Johannes. I have code for the Weibul, but I still have to improve the fonction computing the parameters from the mean and variance.
Best
Michel
Johannes Pfeifer writes:
For Dynare 4.5 I would like to add
- the bandpass filter for moments (already in a PR)
- theoretical GIRFs and moments at order=3 (which will at some point also
allow for SMM and GMM estimation). Also adds IRFs at the ergodic mean as in Fernandez-Villaverde et al (2011,AER) and Born/Pfeifer (2014,JME). A first version is at https://github.com/JohannesPfeifer/dynare/tree/Andreasen https://github.com/JohannesPfeifer/dynare/tree/Andreasen. The tricky part for 4.5 will be the interface for the IRFs that we might need to discuss (related to tickets https://github.com/DynareTeam/dynare/issues/115 and https://github.com/DynareTeam/dynare/issues/116)
- potentially the Weibull prior, if I get it done. But this is not a deal
breaker for me
Am 11.10.2015 um 18:24 schrieb Michel Juillard:
We should try to release Dynare 4.5 still in 2015. There is still a relatively large number of bugs, listed in Issues on GitHub, to be fixed and a some pull-requests to deal with. I suggest that we try to deal with the above before November 15th. Plan to carefully test things during one or two weeks and release 4.5 early December. Does it seem realistic to you? Will you be able to deal with the bugs assigned to you by November 15th?
In addition to the bugs assigned to me, I will do my best to finalize stochast extended path and OCCBIN integration.
Could you please mention what are your goals for 4.5 as far as new features are concerned?
All the best,
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