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, -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Landline phone: +33 1 40 77 49 90 SIP phone: sebastien.villemot@ekiga.net PGP Key: 2069 1DFC C2C9 8C47 9529 84EE 0001 8C22 381A 7594