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RBA Annual Conference – 1992
Equation
min
{
y
¯
t
}
Σ
t
=
1
T
(
y
t
−
y
¯
t
)
2
+
λ
Σ
t
=
2
T
−
1
[
(
y
¯
t
+
1
−
y
¯
t
)
−
(
y
¯
t
−
y
¯
t
−
1
)
]
2
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