Two Models of Measurements and the Investment Accelerator
描述了两种测量模型：经典模型将观测数据视为真实变量与正交测量误差之和，另一种模型使用最优滤波方法构建最小二乘估计。以投资加速器模型为例，展示两种模型的不同含义。
This paper describes two models of an agency that is collecting and reporting observations on a dynamical linear stochastic economy. The first is a "classical" model, with the agency reporting data that are the sum of a vector of "true" variables and a vector of measurement errors that are orthogonal to the true variables. The second is a model of an agency that uses an optimal filtering method to construct least-squares estimates of the true variables. These two models of the reporting agency imply different likelihood functions. A model of the investment accelerator is used as an example to illustrate the differing implications of the models. Copyright 1989 by University of Chicago Press.