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- Port over https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/Examples/SW07.jl in the style of https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/Examples/FVGQ20.jl
- Add in the generated (first-order only, of course) for this model into https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/tree/main/test/generated_models
- In the https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/Examples/SW07.jl#L146 when copying the format of the https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/Examples/FVGQ20.jl example I would put in
max_order = 1,simplify_Ψ = false, simplify = true, simplify_p = false
for now. We can tweak it more later.
- Update https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/test/sw07.jl
- Don't forget that we can't keep things in the testset so I would focus on the https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/test/FVGQ20.jl#L1-L22 style (except with the full set of
p_dandp_fwe are interested in.
- Don't forget that we can't keep things in the testset so I would focus on the https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/test/FVGQ20.jl#L1-L22 style (except with the full set of
Lets not worry about the full sampling/etc. quite yet. Just get the primal calculating properly and verified to be consistent with the dynare one. Then we can distribute the workload for the full estimation.
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