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RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes
Equation (20A)
Σ
t
|
t
−
1
=
I
E
t
−
1
(
[
y
t
−
I
E
t
−
1
y
t
]
[
y
t
−
I
E
t
−
1
y
t
]
′
)
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