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RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (3)
y
t
=
(
A
0
−
B
0
Q
)
−
1
(
C
0
+
B
0
C
+
A
1
y
t
−
1
+
D
0
ε
t
)
.
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