Incorrect pruning at order 2 with particle filtering

An anonymous user noticed that our implementation of pruning at order 2 with particle filtering is probably incorrect. The problem is located in MEX local_state_space_iteration_2.

More precisely, when computing next period pruned variables, instead of adding the term +ghxu·ŷ₁⊗ε (as indicated in the comment), the code actually adds +ghxu·ŷ₂⊗ε. See https://git.dynare.org/Dynare/dynare/-/blob/master/mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc#L118

The paper by Kim et al. (2008), and also our MATLAB/Octave implementation of pruned simulations (in matlab/simult_.m), both use ŷ₁ at that place.

I’d be grateful if someone else could confirm this diagnostic. Cc @stepan-a @JohannesPfeifer @normann