RDP 2014-12: A State-space Approach to Australian GDP Measurement Equation

\begin{array}{l} B Σ D^{'} = [\begin{matrix} σ_{G}^{2} + σ_{G E} & σ_{G}^{2} + σ_{G I} & σ_{G}^{2} + σ_{G P} \end{matrix}] \\ = B Σ_{*} D^{'} + δ ρ C^{'} \\ = [\begin{matrix} σ_{G}^{2} + σ_{G E_{*}} + δ & σ_{G}^{2} + σ_{G I_{*}} + δ & σ_{G}^{2} + σ_{G P_{*}} + δ \end{matrix}] \end{array}