RDP 8601: Classical Models and Unobserved Aggregates
Equation (A2)
(
x
t
−
t
−
1
x
t
)
=
Γ
1
(
z
t
−
t
−
1
z
t
)
+
Δ
1
ξ
t
0
+
Δ
2
ξ
t
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaiikaiaabI hadaWgaaWcbaGaaeiDaaqabaGccqGHsisldaWgaaWcbaGaaeiDaiab gkHiTiaaigdaaeqaaOGaaeiEamaaBaaaleaacaqG0baabeaakiaacM cacqGH9aqpcqqHtoWrdaWgaaWcbaGaaGymaaqabaGccaGGOaGaaeOE amaaBaaaleaacaqG0baabeaakiabgkHiTmaaBaaaleaacaqG0bGaey OeI0IaaGymaaqabaGccaqG6bWaaSbaaSqaaiaabshaaeqaaOGaaiyk aiabgUcaRiabfs5aenaaBaaaleaacaaIXaaabeaakiabe67a4naaDa aaleaacaqG0baabaGaaGimaaaakiabgUcaRiabfs5aenaaBaaaleaa caaIYaaabeaakiabe67a4naaBaaaleaacaqG0baabeaaaaa@5933@