RDP 8601: Classical Models and Unobserved Aggregates
Equation (A5)
(
φ
2
−
1
)
+
σ
2
+
σ
ν
2
=
{
(
φ
2
σ
2
+
σ
ν
2
)
2
(
σ
μ
2
+
σ
d
2
)
}
x
{
σ
d
2
σ
μ
2
+
(
φ
2
σ
2
+
σ
ν
2
)
(
σ
μ
2
+
σ
d
2
)
}
−
1
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