- 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 commands `perfect_foresight_with_expectation_errors_setup` and `perfect_foresight_with_expectation_errors_solver`. These command solve the problem where agents think they know perfectly the future (they behave as in perfect foresight), but make expectation errors. Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change. (abd64c256e1f205cc58b319860115a845ec6a976)
- 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)
