RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (8)

A 0 * y t = C 0 * + A 1 * y t 1 + B 0 * I E t y t + 1 + D 0 * ε t . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaDaaaleaacaaIWaaabaGaaiOkaaaakiaadMhadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGdbWaa0baaSqaaiaaicdaaeaacaGGQaaaaOGaey4kaSIaamyqamaaDaaaleaacaaIXaaabaGaaiOkaaaakiaadMhadaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey4kaSIaamOqamaaDaaaleaacaaIWaaabaGaaiOkaaaakiaadMeacaWGfbWaaSbaaSqaaiaadshaaeqaaOGaamyEamaaBaaaleaacaWG0bGaey4kaSIaaGymaaqabaGccqGHRaWkcaWGebWaa0baaSqaaiaaicdaaeaacaGGQaaaaOGaeqyTdu2aaSbaaSqaaiaadshaaeqaaOGaaiOlaaaa@55BB@