RDP 8601: Classical Models and Unobserved Aggregates
Equation
{
1
−
(
(
σ
/
σ
μ
)
2
)
−
(
(
σ
/
σ
d
)
2
)
}
(
φ
2
σ
2
+
σ
ν
2
)
−
σ
2
=
[
1
/
(
σ
μ
2
σ
d
2
)
}
{
(
σ
d
2
σ
μ
2
−
σ
2
(
σ
μ
2
+
σ
d
2
)
)
(
φ
2
σ
2
+
σ
ν
2
)
−
σ
(
σ
d
2
σ
μ
2
)
}
=
0
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