RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (A-10)
IE
(
y
t
−
y
^
t
|
t
−
1
)
(
z
t
−
z
^
t
|
t
−
1
)
′
=
IE
(
y
t
−
y
^
t
|
t
−
1
)
(
H
(
y
t
−
y
^
t
|
t
−
1
)
+
ν
t
)
′
=
Σ
t
|
t
−
1
H
′
,
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