RDP 8601: Classical Models and Unobserved Aggregates Equation

v 11 = α 2 W+ α 2 σ η 2 + σ s 2 + α 2 σ d 2 v 21 =αW+α σ η 2 − σ s 2 +α σ d 2 v 22 =W+ σ η 2 + σ s 2 + σ d 2 v 31 =α(1+α+αβ+γ)W+(β−γ) σ s 2 +α(δ+αδ+αβ+γ) σ η 2 +α((αβ+γ)) σ d 2 v 32 =(1+α+αβ+γ)W−(β−γ) σ s 2 +(δ+αδ+αβ+γ) σ η 2 +α((αβ+γ)) σ d 2 v 33 = ( 1+α+αβ+γ ) 2 W+ ( β−γ ) 2 σ s 2 + ( δ+αδ+αβ+γ ) 2 σ η 2 +α ( ( αβ+γ ) ) 2 σ d 2 + ( 1+α ) 2 σ μ 2 v 41 =α(1+α) σ η 2 v 42 =α(1+α) σ η 2 v 43 =(1+α)(δ+αδ+αβ+γ) σ η 2 v 44 = ( 1+α ) 2 σ η 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaqG2b WaaSbaaSqaaiaaigdacaaIXaaabeaakiabg2da9iabeg7aHnaaCaaa leqabaGaaGOmaaaakiaabEfacqGHRaWkcqaHXoqydaahaaWcbeqaai aaikdaaaGccqaHdpWCdaqhaaWcbaGaeq4TdGgabaGaaGOmaaaakiab gUcaRiabeo8aZnaaDaaaleaacaqGZbaabaGaaGOmaaaakiabgUcaRi abeg7aHnaaCaaaleqabaGaaGOmaaaakiabeo8aZnaaDaaaleaacaqG KbaabaGaaGOmaaaaaOqaaiaabAhadaWgaaWcbaGaaGOmaiaaigdaae qaaOGaeyypa0JaeqySdeMaae4vaiabgUcaRiabeg7aHjabeo8aZnaa DaaaleaacqaH3oaAaeaacaaIYaaaaOGaeyOeI0Iaeq4Wdm3aa0baaS qaaiaabohaaeaacaaIYaaaaOGaey4kaSIaeqySdeMaeq4Wdm3aa0ba aSqaaiaabsgaaeaacaaIYaaaaaGcbaGaaeODamaaBaaaleaacaaIYa GaaGOmaaqabaGccqGH9aqpcaqGxbGaey4kaSIaeq4Wdm3aa0baaSqa aiabeE7aObqaaiaaikdaaaGccqGHRaWkcqaHdpWCdaqhaaWcbaGaae 4CaaqaaiaaikdaaaGccqGHRaWkcqaHdpWCdaqhaaWcbaGaaeizaaqa aiaaikdaaaaakeaacaqG2bWaaSbaaSqaaiaaiodacaaIXaaabeaaki abg2da9iabeg7aHjaacIcacaaIXaGaey4kaSIaeqySdeMaey4kaSIa eqySdeMaeqOSdiMaey4kaSIaeq4SdCMaaiykaiaacEfacqGHRaWkca GGOaGaeqOSdiMaeyOeI0Iaeq4SdCMaaiykaiabeo8aZnaaDaaaleaa caqGZbaabaGaaGOmaaaakiabgUcaRiabeg7aHjaacIcacqaH0oazcq GHRaWkcqaHXoqycqaH0oazcqGHRaWkcqaHXoqycqaHYoGycqGHRaWk cqaHZoWzcaGGPaGaeq4Wdm3aa0baaSqaaiabeE7aObqaaiaaikdaaa GccqGHRaWkcqaHXoqycaGGOaGaaiikaiabeg7aHjabek7aIjabgUca Riabeo7aNjaacMcacaGGPaGaeq4Wdm3aa0baaSqaaiaabsgaaeaaca aIYaaaaaGcbaGaaeODamaaBaaaleaacaaIZaGaaGOmaaqabaGccqGH 9aqpcaGGOaGaaGymaiabgUcaRiabeg7aHjabgUcaRiabeg7aHjabek 7aIjabgUcaRiabeo7aNjaacMcacaGGxbGaeyOeI0Iaaiikaiabek7a IjabgkHiTiabeo7aNjaacMcacqaHdpWCdaqhaaWcbaGaae4Caaqaai aaikdaaaGccqGHRaWkcaGGOaGaeqiTdqMaey4kaSIaeqySdeMaeqiT dqMaey4kaSIaeqySdeMaeqOSdiMaey4kaSIaeq4SdCMaaiykaiabeo 8aZnaaDaaaleaacqaH3oaAaeaacaaIYaaaaOGaey4kaSIaeqySdeMa aiikaiaacIcacqaHXoqycqaHYoGycqGHRaWkcqaHZoWzcaGGPaGaai ykaiabeo8aZnaaDaaaleaacaqGKbaabaGaaGOmaaaaaOqaaiaabAha daWgaaWcbaGaaG4maiaaiodaaeqaaOGaeyypa0ZaaeWaaeaacaaIXa Gaey4kaSIaeqySdeMaey4kaSIaeqySdeMaeqOSdiMaey4kaSIaeq4S dCgacaGLOaGaayzkaaWaaWbaaSqabeaacaaIYaaaaOGaai4vaiabgU caRmaabmaabaGaeqOSdiMaeyOeI0Iaeq4SdCgacaGLOaGaayzkaaWa aWbaaSqabeaacaaIYaaaaOGaeq4Wdm3aa0baaSqaaiaabohaaeaaca aIYaaaaOGaey4kaSYaaeWaaeaacqaH0oazcqGHRaWkcqaHXoqycqaH 0oazcqGHRaWkcqaHXoqycqaHYoGycqGHRaWkcqaHZoWzaiaawIcaca GLPaaadaahaaWcbeqaaiaaikdaaaGccqaHdpWCdaqhaaWcbaGaeq4T dGgabaGaaGOmaaaakiabgUcaRiabeg7aHnaabmaabaWaaeWaaeaacq aHXoqycqaHYoGycqGHRaWkcqaHZoWzaiaawIcacaGLPaaaaiaawIca caGLPaaadaahaaWcbeqaaiaaikdaaaGccqaHdpWCdaqhaaWcbaGaae izaaqaaiaaikdaaaGccqGHRaWkdaqadaqaaiaaigdacqGHRaWkcqaH XoqyaiaawIcacaGLPaaadaahaaWcbeqaaiaaikdaaaGccqaHdpWCda qhaaWcbaGaeqiVd0gabaGaaGOmaaaaaOqaaiaabAhadaWgaaWcbaGa aGinaiaaigdaaeqaaOGaeyypa0JaeqySdeMaaiikaiaaigdacqGHRa WkcqaHXoqycaGGPaGaeq4Wdm3aa0baaSqaaiabeE7aObqaaiaaikda aaaakeaacaqG2bWaaSbaaSqaaiaaisdacaaIYaaabeaakiabg2da9i abeg7aHjaacIcacaaIXaGaey4kaSIaeqySdeMaaiykaiabeo8aZnaa DaaaleaacqaH3oaAaeaacaaIYaaaaaGcbaGaaeODamaaBaaaleaaca aI0aGaaG4maaqabaGccqGH9aqpcaGGOaGaaGymaiabgUcaRiabeg7a HjaacMcacaGGOaGaeqiTdqMaey4kaSIaeqySdeMaeqiTdqMaey4kaS IaeqySdeMaeqOSdiMaey4kaSIaeq4SdCMaaiykaiabeo8aZnaaDaaa leaacqaH3oaAaeaacaaIYaaaaaGcbaGaaeODamaaBaaaleaacaaI0a GaaGinaaqabaGccqGH9aqpdaqadaqaaiaaigdacqGHRaWkcqaHXoqy aiaawIcacaGLPaaadaahaaWcbeqaaiaaikdaaaGccqaHdpWCdaqhaa WcbaGaeq4TdGgabaGaaGOmaaaaaaaa@85A6@