RDP 8601: Classical Models and Unobserved Aggregates Equation

ι t = z t + ε t d ζ t = z t + μ t MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaaIXa WaaSbaaSqaaiaabshaaeqaaOGaeyypa0JaaeOEamaaBaaaleaacaqG 0baabeaakiabgUcaRiabew7aLnaaDaaaleaacaqG0baabaGaaeizaa aaaOqaaiabeA7a6naaBaaaleaacaqG0baabeaakiabg2da9iaabQha daWgaaWcbaGaaeiDaaqabaGccqGHRaWkcqaH8oqBdaWgaaWcbaGaae iDaaqabaaaaaa@4988@