Reference
Christian Gouriéroux, Jean-Jacques Laffont, and Alain Monfort, “Rational Expectations in Dynamic Linear Models: Analysis of the Solution”, Econometrica, vol. 50, n. 2, March 1982, pp. 409–426.
See also
Published in
Econometrica, vol. 50, n. 2, March 1982, pp. 409–426