RDP 8601: Classical Models and Unobserved Aggregates
Equation (A6)
0
=
φ
2
(
σ
μ
2
+
σ
d
2
)
(
σ
2
)
2
−
{
[
(
φ
2
−
1
)
σ
d
2
σ
μ
2
−
σ
ν
2
(
σ
μ
2
+
σ
d
2
)
}
σ
2
−
σ
ν
2
(
σ
d
2
σ
μ
2
)
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