RDP 8601: Classical Models and Unobserved Aggregates
Equation
cov
{
(
z
t
−
t
−
1
z
t
)
,
(
x
t
−
t
−
1
x
t
)
}
=
var
(
z
t
−
t
−
1
z
t
)
Γ
1
′
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