RDP 8802: Var Forecasting Models of the Australian Economy: A Preliminary Analysis
Equation
σ
ε
2
=
bσ
e
2
σ
μ
2
=
(
a+ab-4b
)
σ
e
2
σ
v
2
=
[
-a
(
a+2+2b
)
+
(
b+1
)
(
b-1
)
]
σ
e
2
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