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Version 1 (modified by Víctor de Buen Remiro, 14 years ago) (diff)

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Y_{t} = \alpha_{1}*X_{1,t} + \alpha_{2}*X_{2,t} + \frac{\omega}{1-\delta B}X_{3,t} + e_{t} \wedge e_{t} \sim N \left(0,\sigma2\right) $$