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Thanks Gareth. regards, Meint

I have a data serie “xt” and I am trying to estimate a system of equations on the back of that (a heterogeneous agent model). The model consists of 4 equations of which 3 are (non-observed) endogenous / based on lagged values of xt. The system reads: xt – xt-1 = c(1) - (1 + mt-1) * c(2) * xt-1 + (1 ...