Add missing stuff in 4.6.0 release announcement

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...@@ -333,3 +333,50 @@ Since there are a few backward-incompatible changes in this release, users may ...@@ -333,3 +333,50 @@ Since there are a few backward-incompatible changes in this release, users may
want to have a look at the [upgrade want to have a look at the [upgrade
guide](https://git.dynare.org/Dynare/dynare/-/wikis/BreakingFeaturesIn4.6) to guide](https://git.dynare.org/Dynare/dynare/-/wikis/BreakingFeaturesIn4.6) to
adapt their existing codes. adapt their existing codes.
Bugs that were present in 4.5.7 and that are fixed in 4.6.0
-----------------------------------------------------------
* Estimation: the check for stochastic singularity erroneously would only take
estimated measurement error into account.
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
approximation returned a complex number, but only displayed the real-valued
part.
* Conditional Forecasting: using one period only would result in a crash.
* First-order approximation was not working with purely forward-looking models.
* The preprocessor would not allow for inline comments including macro
statements.
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
crashes in stochastic simulations.
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
the wrong order.
* `plot_identification`: placement of white dots indicating infinite values was
incorrect
* Automatic detrending would sometime refuse to detrend model despite the user
having given correct trends.
* Using `use_dll` + `fast` options would not always recompile the model when
the equations were changed.
* Under certain circumstances, the combination of `bytecode` and
`stack_solve_algo=1` options could lead to crashes or wrong results.
References
----------
- Komunjer, I. and S. Ng (2011), “[Dynamic Identification of Dynamic
Stochastic General Equilibrium
Models](https://www.onlinelibrary.wiley.com/doi/abs/10.3982/ECTA8916),”
*Econometrica*, 79(6), 1995–2032
- Qu, Z. and D. Tkachenko (2012), “[Identification and frequency domain
quasi‐maximum likelihood estimation of linearized dynamic stochastic
general equilibrium
models](https://onlinelibrary.wiley.com/doi/abs/10.3982/QE126),”
*Quantitative Economics*, 3(1), 95–132
- Mutschler, W. (2015), “[Identification of DSGE models—The effect of
higher-order approximation and
pruning](https://www.sciencedirect.com/science/article/pii/S0165188915000731),”
*Journal of Economic Dynamics and Control*, 56, 34–54
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