RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (18)

y t = C ^ t + Q ^ t y t 1 + G ^ t ε t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyEamaaBaaaleaacaWG0baabeaakiabg2da9iqadoeagaqcamaaBaaaleaacaWG0baabeaakiabgUcaRiqadgfagaqcamaaBaaaleaacaWG0baabeaakiaadMhadaWgaaWcbaGaamiDaaqabaGcdaWgaaWcbaGaeyOeI0IaaGymaaqabaGccqGHRaWkceWGhbGbaKaadaWgaaWcbaGaamiDaaqabaGccqaH1oqzdaWgaaWcbaGaamiDaaqabaaaaa@47E9@