Hi George,
Some time ago, we implemented a syntax like that in Dynare:
EXPECTATION(full)(SOME_VARIABLE)
EXPECTATION(varobs)(SOME_VARIABLE)
The idea was that you could, in the same model, variables known with the
full information set, and variables known with the partial set.
To my knowledge, this syntax is recognized by the preprocessor,
auxiliary variables are created, but then it crashes because there are
not as many variables than equations. So basically this thing seems
broken.
Has it ever worked? Have you plans to make it work?
Best,
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