I need to compute this expression. M and D are variables and nu is a parameter. The liquidity shock has support [-1.1]. My understanding is that if f() is uniform I can compute it in closed form. Is there a way to compute this integral using some Dynare command?
Sorry, I wasn’t clear. For that expression, with uniform distribution, I am wondering if there is a command that allows to compute that expression. If I abstract for the bounded support, and let the liq shock has a normal distribution, can it be computed?