RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (A1-2)
L
=
−
(
n
z
T
2
)
ln
(
2
π
)
−
1
2
∑
t
=
1
T
ln
det
(
H
Σ
t
|
t
−
1
H
′
+
V
)
−
1
2
∑
t
=
1
T
u
′
t
(
H
Σ
t
|
t
−
1
H
′
+
V
)
−
1
u
t
.
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