RDP 8601: Classical Models and Unobserved Aggregates
Equation (A4)
φ
σ
2
φ
′
+
σ
ν
2
−
σ
2
=
(
φ
σ
2
φ
′
+
σ
ν
2
)
Γ
1
′
x
{
Γ
1
′
(
φ
σ
2
φ
′
+
σ
ν
2
)
Γ
1
′
+
Δ
1
Ω
0
Δ
1
′
+
Δ
2
ΩΔ
2
′
}
−
1
Γ
1
(
φ
σ
2
φ
′
+
σ
ν
2
)
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