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RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (A-7)
u
t
=
z
t
−
z
^
t
|
t
−
1
=
H
(
y
t
−
y
^
t
|
t
−
1
)
+
ν
t
.
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyDamaaBaaaleaacaWG0baabeaakiabg2da9iaabccacaWG6bWaaSbaaSqaaiaadshaaeqaaOGaeyOeI0IabmOEayaajaWaaSbaaSqaaiaadshacaGG8bGaamiDaiabgkHiTiaaigdaaeqaaOGaeyypa0JaamisamaabmaabaGaamyEamaaBaaaleaacaWG0baabeaakiabgkHiTiqadMhagaqcamaaBaaaleaacaWG0bGaaiiFaiaadshacqGHsislcaaIXaaabeaaaOGaayjkaiaawMcaaiabgUcaRiabe27aUnaaBaaaleaacaWG0baabeaakiaac6caaaa@538F@