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RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (8)
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=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaDaaaleaacaaIWaaabaGaaiOkaaaakiaadMhadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGdbWaa0baaSqaaiaaicdaaeaacaGGQaaaaOGaey4kaSIaamyqamaaDaaaleaacaaIXaaabaGaaiOkaaaakiaadMhadaWgaaWcbaGaamiDaiabgkHiTiaaigdaaeqaaOGaey4kaSIaamOqamaaDaaaleaacaaIWaaabaGaaiOkaaaakiaadMeacaWGfbWaaSbaaSqaaiaadshaaeqaaOGaamyEamaaBaaaleaacaWG0bGaey4kaSIaaGymaaqabaGccqGHRaWkcaWGebWaa0baaSqaaiaaicdaaeaacaGGQaaaaOGaeqyTdu2aaSbaaSqaaiaadshaaeqaaOGaaiOlaaaa@55BB@