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Description
I believe we currently do not test whether forecasters with the missing data tag can handle missing data.
This should be included in TestAllForecasters - I would suggest a single test, using estimator_instance, then checking the tag via get_tag, and if it is set, then try to fit/predict with a single scenario of endo and exogeneous data that contains missings.
A more systematic way would be to add a data scenario, although I worry about test times due to combinatorial multiplication.