RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (17)

A 0 , t y t = C 0 , t + A 1 , t y t 1 + B 0 , t I E ˜ t y t + 1 + D 0 , t ε t . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaBaaaleaacaaIWaGaaiilaiaadshaaeqaaOGaamyEamaaBaaaleaacaWG0baabeaakiabg2da9iaadoeadaWgaaWcbaGaaGimaiaacYcacaWG0baabeaakiabgUcaRiaadgeadaWgaaWcbaGaaGymaiaacYcacaWG0baabeaakiaadMhadaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey4kaSIaamOqamaaBaaaleaacaaIWaGaaiilaiaadshaaeqaaOGaamysaiqadweagaacamaaBaaaleaacaWG0baabeaakiaadMhadaWgaaWcbaGaamiDaaqabaGcdaWgaaWcbaGaey4kaSIaaGymaaqabaGccqGHRaWkcaWGebWaaSbaaSqaaiaaicdacaGGSaGaamiDaaqabaGccqaH1oqzdaWgaaWcbaGaamiDaaqabaGccaGGUaaaaa@5AE2@