Dear all,
Does anyone know the status of this?
Liu et al. (2013, Econometrica) mention, in an appendix to the paper, that they have developed their own optimization algorithm, and that they are working with the Dynare team in order to implement it as part of the standard Dynare software.
Do you have any information regarding the status-quo on this issue?
Best,
Johannes
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Johannes Pfeifer
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