Document behavior of smoother2histval (or change it)
From what I can see, the
smoother will only store the
M_.orig_endo_nbr variables for Bayesian estimation. So calling
smoother2histval will "forget" about the auxiliary variables we introduce. Thus, by convention they will be initialized at their steady state - which differs from the description in the manual that it
will use these values to construct initial conditions (as if they had been manually entered through histval).
In case of
histval, the non-mentioned variables would be set to 0.
In contrast, for ML it will work.