What do the asterisks signify?

[vanitymdl]

I am currently reading the Stock and Watson Methodology for Businesses Cycle indexes, specifically the coincident index. After reading most of their previous work on this study, I can't figure out what the asterisks signify once they introduced the transition equation (pg.7). I know they show what some variables are with the notation, but I want to know the difference between the variables with the asterisks and the ones that do no include the asterisks. Any comments will be greatly appreciated

[dakila]

It says equation 8 is transition equation, more specifically equation 8 is in VAR(1) form.
In contrast, equation 5 and 6 are AR(p) and VAR(k) respectively. In order to estimate unobservable variable C(t) and u(t), we need transform equation 5 and 6 into VAR(1) form. Otherwise we can't use Kalman filter.

[vanitymdl]

It says equation 8 is transition equation, more specifically equation 8 is in VAR(1) form.
In contrast, equation 5 and 6 are AR(p) and VAR(k) respectively. In order to estimate unobservable variable C(t) and u(t), we need transform equation 5 and 6 into VAR(1) form. Otherwise we can't use Kalman filter.

Thank you for the reply, but I am still confused one what is the difference between C(t) and C(t)*?