Add missing stuff in 4.6.0 release announcement

_posts/2020-02-20-dynare-4.6.0-released.markdown

@@ -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
 guide](https://git.dynare.org/Dynare/dynare/-/wikis/BreakingFeaturesIn4.6) to
 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
+