RDP 8601: Classical Models and Unobserved Aggregates Equation

cov{ t1 B t ,( B t t1 B t ) }=0 cov{ t1 B t ,( z t t1 z t ) }=0 cov{ t1 z t ,( B t t1 B t ) }=0 cov{ t1 z t ,( z t t1 z t ) }=0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabiGaaa qaaiGacogacaGGVbGaaiODamaacmaabaWaaSbaaSqaaiaakshacqGH sislcaaIXaaabeaakiaakkeadaWgaaWcbaGaaOiDaaqabaGccaGGSa WaaeWaaeaacaGIcbWaaSbaaSqaaiaakshaaeqaaOGaeyOeI0YaaSba aSqaaiaakshacqGHsislcaaIXaaabeaakiaakkeadaWgaaWcbaGaaO iDaaqabaaakiaawIcacaGLPaaaaiaawUhacaGL9baacqGH9aqpcaaI WaaabaGaci4yaiaac+gacaGG2bWaaiWaaeaadaWgaaWcbaGaiajGks hacqGHsislcaaIXaaabeaakiacqcOIcbWaiajGBaaaleacqcOaiajG kshaaeqcqciakiaacYcadaqadaqaaiaakQhadaWgaaWcbaGaaOiDaa qabaGccqGHsisldaWgaaWcbaGaaOiDaiabgkHiTiaaigdaaeqaaOGa aOOEamaaBaaaleaacaGI0baabeaaaOGaayjkaiaawMcaaaGaay5Eai aaw2haaiabg2da9iaaicdaaeaaciGGJbGaai4BaiaacAhadaGadaqa amaaBaaaleaacaGI0bGaeyOeI0IaaGymaaqabaGccaGI6bWaaSbaaS qaaiaakshaaeqaaOGaaiilamaabmaabaGaaOOqamaaBaaaleaacaGI 0baabeaakiabgkHiTmaaBaaaleaacaGI0bGaeyOeI0IaaGymaaqaba GccaGIcbWaaSbaaSqaaiaakshaaeqaaaGccaGLOaGaayzkaaaacaGL 7bGaayzFaaGaeyypa0JaaGimaaqaaiGacogacaGGVbGaaiODamaacm aabaWaaSbaaSqaaiaakshacqGHsislcaaIXaaabeaakiaakQhadaWg aaWcbaGaaOiDaaqabaGccaGGSaWaaeWaaeaacaGI6bWaaSbaaSqaai aakshaaeqaaOGaeyOeI0YaaSbaaSqaaiaakshacqGHsislcaaIXaaa beaakiaakQhadaWgaaWcbaGaaOiDaaqabaaakiaawIcacaGLPaaaai aawUhacaGL9baacqGH9aqpcaaIWaaaaaaa@94B9@