Manual: add reference to stochastic extended path paper

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doc/manual/source/bibliography.rst

@@ -6,6 +6,7 @@ Bibliography
 
 * Abramowitz, Milton and Irene A. Stegun (1964): “Handbook of Mathematical Functions”, Courier Dover Publications.
 * Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): “Towards a monetary policy evaluation framework”, *European Central Bank Working Paper*, 942.
+* Adjemian, Stéphane and Michel Juillard (2025): “Stochastic Extended Path”, *Dynare Working Papers*, 84, CEPREMAP.
 * Aguiar, Mark and Gopinath, Gita (2004): “Emerging Market Business Cycles: The Cycle is the Trend,” *NBER* Working Paper, 10734.
 * Amisano, Gianni and Tristani, Oreste (2010): “Euro area inflation persistence in an estimated nonlinear DSGE model”, *Journal of Economic Dynamics and Control*, 34(10), 1837–1858.
 * Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2018): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” *Review of Economic Studies*, 85(1), 1-49.

doc/manual/source/the-model-file.rst

@@ -5478,7 +5478,8 @@ which is described below.
        If order is greater than ``0`` Dynare uses a gaussian
        quadrature to take into account the effects of future
-       uncertainty. If ``order`` :math:`=S` then the time series for
+       uncertainty; this is called *stochastic* extended path, see *Adjemian
+       and Juillard (2025)*. If ``order`` :math:`=S` then the time series for
        the endogenous variables are generated by assuming that the
        agents believe that there will no more shocks after period
        :math:`t+S`. This is an experimental feature and can be quite