Third order derivatives of external functions ERROR

Hi all,

I want to simulate a model with a third order perturbation. I use an external function from Matlab to get the lognormal cdf. The problem is that Dynare doesn’t go through saying ‘‘ERROR: third order derivatives of external functions are not implemented’’

Any ideas on how can I solve this?


You cannot solve this, because this feature is not supported by Dynare yet:

Thank you Johannes.


Can I somehow provide the numerical value for the 3rd order derivative using a Matlab function in Dynare?


Unfortunately, that is not possible.