RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (18C)

y t = C t + Q t y t 1 + G t ε t . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBaaaleaacaWG0baabeaakiabg2da9iaadoeadaWgaaWcbaGaamiDaaqabaGccqGHRaWkcaWGrbWaaSbaaSqaaiaadshaaeqaaOGaamyEamaaBaaaleaacaWG0bGaeyOeI0IaaGymaaqabaGccqGHRaWkcaWGhbWaaSbaaSqaaiaadshaaeqaaOGaeqyTdu2aaSbaaSqaaiaadshaaeqaaOGaaiOlaaaa@483F@