diff --git a/doc/dynare.texi b/doc/dynare.texi
index 16d1852c7e37e88a179c635605f8fd0be7ab1d3f..1437125ef766320301d40b869c61e522738a7a0b 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -4198,7 +4198,8 @@ This is the convergence criterion used in the doubling algorithm to solve the ly
 
 @item analytic_derivation
 Triggers estimation with analytic gradient. The final hessian is also
-computed analytically.
+computed analytically. Only works for stationary models without
+missing observations.
 
 @end table