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    • Add heteroskedastic filter and smoother authored by Sébastien Villemot's avatar Sébastien Villemot
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    NewFeatures.md
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    ......@@ -18,6 +18,8 @@ Dynare 4.7 (unstable)
    - Option `block` of `model` can now be used in conjunction with `use_dll`
    - New heteroskedastic filter and smoother, where shocks standard error may *unexpectedly* change in every period. Triggered by `heteroskedastic_filter` option of the `estimation` command, and configured via the `heteroskedastic_shocks` block (!1844, !1851)
    - New non-linear least squares optimizer based on `lsqnonlin` for computing the mode (available under `mode_compute=13`)
    - Options `block` and `bytecode` of `model` can now be used in conjunction with model-local variables (variables declared with a pound-sign #) (#1243)
    ......