Re: [DynareDev] Fwd: RE: identification with partial info
Hi Bo and Marco, we need first to integrate the code for estimation under partial information, then we will see how to deal with identification. Best Michel On 09/22/2011 05:20 PM, rattoma wrote:
Hi Michel,
do you think the attached idea is feasible? ( I mean without resorting to numerical derivatives and using analytic derivations) best Marco
-------- Original Message -------- Subject: RE: identification with partial info Date: Thu, 22 Sep 2011 12:57:49 +0100 From: Bo.Yang@surrey.ac.uk To: marco.ratto@jrc.ec.europa.eu
Hi Marco
We are hoping to use your identification toolbox under the partial information setting.
I think this would involve at least changing the likelihood computation within the identification toolkit, and perhaps changes at some other places.
I wonder if you would provide some guidance on where to focus on. Many thanks.
Best Bo
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Michel Juillard