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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
′
,
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@7977@