Hi all. I thought someone here might be able to help me prove some results which I have not been able to find in journals.

Can anyone help me prove the result of equation (13.39) here:

http://fedc.wiwi.hu-berlin.de/xplore...tmlnode68.html

Also, can anyone help me find the unconditional covariance matrix of the model in equation (13.43)?

Thank you very much.