RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (18A)
C
^
t
=
(
A
0
,
t
−
B
0
,
t
Q
˜
t
+
1
)
−
1
(
C
0
,
t
+
B
0
,
t
C
˜
t
+
1
)
,
Q
^
t
=
(
A
0
,
t
−
B
0
,
t
Q
˜
t
+
1
)
−
1
A
1
,
t
,
G
^
t
=
(
A
0
,
t
−
B
0
,
t
Q
˜
t
+
1
)
−
1
D
0
,
t
.
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaaceWGdbGbaKaadaWgaaWcbaGaamiDaaqabaGccqGH9aqpdaqadaqaaiaadgeadaWgaaWcbaGaaGimaiaacYcacaWG0baabeaakiabgkHiTiaadkeadaWgaaWcbaGaaGimaiaacYcacaWG0baabeaakiqadgfagaacamaaBaaaleaacaWG0baabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaaaOGaayjkaiaawMcaamaaCaaaleqabaGaeyOeI0IaaGymaaaakmaabmaabaGaam4qamaaBaaaleaacaaIWaGaaiilaiaadshaaeqaaOGaey4kaSIaamOqamaaBaaaleaacaaIWaGaaiilaiaadshaaeqaaOGabm4qayaaiaWaaSbaaSqaaiaadshacqGHRaWkcaaIXaaabeaaaOGaayjkaiaawMcaaiaacYcaaeaaceWGrbGbaKaadaWgaaWcbaGaamiDaaqabaGccqGH9aqpdaqadaqaaiaadgeadaWgaaWcbaGaaGimaiaacYcacaWG0baabeaakiabgkHiTiaadkeadaWgaaWcbaGaaGimaiaacYcacaWG0baabeaakiqadgfagaacamaaBaaaleaacaWG0baabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaaaOGaayjkaiaawMcaamaaCaaaleqabaGaeyOeI0IaaGymaaaakiaaykW7caWGbbWaaSbaaSqaaiaaigdacaGGSaGaamiDaaqabaGccaGGSaaabaGabm4rayaajaWaaSbaaSqaaiaadshaaeqaaOGaeyypa0ZaaeWaaeaacaWGbbWaaSbaaSqaaiaaicdacaGGSaGaamiDaaqabaGccqGHsislcaWGcbWaaSbaaSqaaiaaicdacaGGSaGaamiDaaqabaGcceWGrbGbaGaadaWgaaWcbaGaamiDaaqabaGcdaWgaaWcbaGaey4kaSIaaGymaaqabaaakiaawIcacaGLPaaadaahaaWcbeqaaiabgkHiTiaaigdaaaGccaaMc8UaamiramaaBaaaleaacaaIWaGaaiilaiaadshaaeqaaOGaaeOlaaaaaa@84DE@