RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (4)
(
I
−
B
Q
)
−
1
(
Γ
+
B
C
)
=
C
,
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiikaiaadMeacqGHsislcaWGcbGaamyuaiaacMcadaahaaWcbeqaaiabgkHiTiaaigdaaaGccaGGOaGaeu4KdCKaey4kaSIaamOqaiaadoeacaGGPaGaaeiiaiabg2da9iaabccacaWGdbGaaiilaaaa@457A@
Equation (5)
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I
−
B
Q
)
−
1
A
=
Q
,
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiikaiaadMeacqGHsislcaWGcbGaamyuaiaacMcadaahaaWcbeqaaiabgkHiTiaaigdaaaGccaWGbbGaeyypa0JaaeiiaiaadgfacaGGSaaaaa@4079@
Equation (6)
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I
−
B
Q
)
−
1
D
=
G
.
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiikaiaadMeacqGHsislcaWGcbGaamyuaiaacMcadaahaaWcbeqaaiabgkHiTiaaigdaaaGccaWGebGaeyypa0Jaam4raiaac6caaaa@3FD1@