Koenig, Evan F. (contributor); Dolmas, Sheila (contributor); … - 2001 - [Elektronische Ressource]
Equation 3:
var[ G78(t)] = G89G68G85G62 G11t)] + var[v(t)
T - 1
] G36 G89G68G85G62 G11t)], (8)
with strict inequality holding …72 k vector, x, of other variables (which might possibly include lagged values of y). Official
estimates of both x and y … the econometrician. We adopt the following notation:
y(t) G47 the G36trueG35 period-t value of y, 0 G35 t
5
x(t) G47 the …