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