Third-order smoother and estimation

Estimation
1

Hi,

I have been searching online for whether Dynare can handle smoothing and estimation at higher orders, but most of the posts seem outdated.

What is the current state of Dynare for smoothing and estimation? Can you please also provide the links to examples with particle filter and smoother? Any updated documentation and guidance would be very appreciated.

Thanks,

Luca

2

Smoothing is still not supported. Estimation at higher order is supported. Examples are at tests/particle · master · Dynare / dynare · GitLab

3

Great, thanks!