Add capacities for rolling window forecasts

Currently, we only support recursive forecasting where the time window, on which the model is estimated, expands. Necessary steps:

1. Allow estimation option first_obs to take vector like nobs (with the same consistency checks)
2. Adjust dynare_estimation to not either set options_.nobs = nobs(i); or options_.first_obs=first_obs(i) and add check that makes them mutually exclusive.

The only problem is returning the results. Currently, dynare_estimation returns oo_recursive. We can either store the rolling window estimation in the same structure or let the preprocessor assign the results to either oo_recursive or oo_rolling depending on whether nobs or first_obs is more than a scalar. In this case, the preprocessor must also do the check that either rolling or recursive estimation can be requested, but not both.