Dear All,
I was reading slides on non-linear estimation from the 2019 Dynare Summer-school and I saw you were already testing a version of Herbst and Shorfheide SMC sampler based on tempered likelihood and a Dynamic Striated MH sampler.
Are they available in Dynare 4.6.3?
In positive case, what are the settings to call them?
Also, I saw in the 4.6 manual, there is a new non-gradient based algorithm for computing the mode using the particle-swarm Matlab optimization algorithms (mode_compute = 12).
When is this method more advised than others?
Many thanks in advance for your availability!