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RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (1)
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=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaacbiGaa8xqamaaBaaaleaacaWFWaaabeaakiaa=LhadaWgaaWcbaGaa8hDaaqabaGccaWFGaGaa8xpaiaa=neadaWgaaWcbaGaa8hmaaqabaGccaWFRaGaa8xqamaaBaaaleaaieaacaGFXaaabeaakiaa=LhadaWgaaWcbaGaa8hDaaqabaGcdaWgaaWcbaGaaiylaiaa+fdaaeqaaOGaa83kaiaa=jeadaWgaaWcbaGaa8hmaaqabaGccaGFjbGaa4xramaaBaaaleaacaWF0baabeaakiaa=LhadaWgaaWcbaGaa8hDaiaa=TcacaGFXaaabeaakiaa=TcacaWFebWaaSbaaSqaaiaaicdaaeqaaOGaeqyTdu2aaSbaaSqaaiaa=rhaaeqaaOGaaiilaaaa@5166@