I am new to dynare. I am trying to replicate the calibration of the paper 'Structural transformation and aggregate productivity' by Margarida Duarte and Diego Restuccia. (Picture attached)
In this calibration technique, some parameters are known while others (b and $\rho$) are estimated such that the squared difference between data and model moments reduces.
My problem is - in all the calibration exercises that I saw regarding macroeconomics models in Dynare, all the parameter values are assumed and model is calibrated by computing future period values using these initial period values of variables and parameters. [Picture attached]
My question is how can we do calibration by generalized methods of moments in Dynare? Is it possible? Can someone provide me the document or any kind of information will be helpful.