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RDP 8601: Classical Models and Unobserved Aggregates
Equation (18)
κ
=
σ
2
[
(
1
/
σ
d
2
−
β
/
σ
μ
2
)
,
(
1
/
σ
d
2
−
γ
/
σ
μ
2
)
,
1
/
σ
μ
2
,
(
−
1
/
σ
d
2
−
δ
/
σ
μ
2
)
]
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