When can we expect to have the version that will allow DSGE estimation using particle filter ?
You can monitor the progress of Dynare at:
However, considering that the Particle Filter is intended for Dynare 4.3 and Dynare 4.2 is running late for more than 5 months now, I would not expect it to be ready anytime soon.
Hi, first particle filter routines will be released in 4.3. We are making good progress but the code are not clean and efficient enough at this stage…