RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes Equation (A1-1)

Σ t + 1 | t = G t + 1 Ω G ′ t + 1 + Q t + 1 ( Σ t | t − 1 − Σ t | t − 1 H ′ ( H Σ t | t − 1 H ′ + V ) H − 1 H Σ t | t − 1 ) Q ′ t + 1 . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@73F5@