RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (16)

y t = C ˜ t + Q ˜ t y t 1 + G ˜ t ε ˜ t , MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBaaaleaacaWG0baabeaakiabg2da9iqadoeagaacamaaBaaaleaacaWG0baabeaakiabgUcaRiqadgfagaacamaaBaaaleaacaWG0baabeaakiaadMhadaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey4kaSIabm4rayaaiaWaaSbaaSqaaiaadshaaeqaaOGafqyTduMbaGaadaWgaaWcbaGaamiDaaqabaGccaGGSaaaaa@4879@