foundations of econometrics phần 4 pptx

... number of common features. Similar asymptotic results, and similar methods of proof, apply to all of them. 6.10 Exercises 6.1 Let the expectation of a random variable Y conditional on a set of other ... (6. 94) by means of an asymptotic F test. 6.13 Using the estimates of the model (6.95) from the previous question, generate a single set of simulated data c ∗ t for the period...

Ngày tải lên: 14/08/2014, 22:21

... be offered of the former remark, an explanation that is not required of the latter. It sounds informative to say of the original (T) that its point is to attribute some of the properties of infants ... generally thought of as the meaning of a word or phrase is part of the project of making sense of utterances involving that word or phrase. It is not a psychological account...

Ngày tải lên: 24/07/2014, 11:21

... (/2 o _ o 4Vo 0 . 3 0 0 U s: o o *) _ 0 o lc, ._ ._/ ._ *3 U - r. * 54 4 U 0 a) C U 4- cn .4- (/2 0) 0 Le 3 (U > 7 r. = =s cn : 0 U 0 V: U C) (1 VO r- ,- C 14 cn) L( ... c: C _ D _ U 0 - Eu 0 5 =o 3 o- 0 32 r- "t 41 Cll ,t N C,, t> O O - C) O m r r C C ll ~ - ' 4 O $: 1) 5U ; -4 91* o 'I C1. U C) U * cA (D U 0 ;- P c...

Ngày tải lên: 07/08/2014, 02:20

... independently of one another. • absence of cyclization reactions. VISCOSITY OF DILUTE SOLUTIONS—MEASUREMENT OF MOLAR MASSES BY VISCOMETRY 191 10 Φ. 10 − 24 (mol −1 ) 4, 22 10 3 10 4 10 5 10 6 10 7 M w ... determination of the molar fraction of the three kinds of species containing i X–AA–X units requires the prior calculation of the total number of units that belong to t...

Ngày tải lên: 14/08/2014, 10:20

... OLS estimate of the constant is equal to the sample mean. Why is this a necessary consequence of the formula (1 .46 )? 1.20 For the multiple linear regression model (1 .44 ), the sum of squared residuals can ... horizontal limits of the circle of B are allowed. If one computes the area of the part of the circle to the left of a given vertical line, then for each event a ≡ (X ≤...

Ngày tải lên: 14/08/2014, 22:21

... than σ 2 0 , by (3 .44 ), ˆσ 2 must be biased downward. It is easy to calculate the bias of ˆσ 2 . We saw in Section 2.6 that  n t=1 h t = k. Therefore, from (3 .44 ) and (3 .46 ), E(ˆσ 2 ) = 1 − n n  t=1 E(ˆu 2 t ) ... which appears in the formula (3. 04) for ˆ β. Each element of this matrix is a scalar product of two of the columns of X, that is, two n vectors. Thus it is a sum...

Ngày tải lên: 14/08/2014, 22:21

... −k) , (4. 40) where M ι is the projection matrix that takes deviations from the mean, which was defined in (2.32). Thus the matrix expression in the numerator of (4. 40) is just the explained sum of ... have the degrees of freedom used in this formula. 4. 12 Show, using the results of Section 4. 5, that r times the F statistic (4. 58) is asymptotically distributed as χ 2 (r). 4. 13...

Ngày tải lên: 14/08/2014, 22:21

... β 4 + γ 2 , and δ 4 = ρ + β 5 . We see that (7.78) has only 7 identifiable parameters: β 2 , γ 4 , γ 5 , δ 1 , δ 2 , δ 3 , and δ 4 , instead of the 11 parameters, many of them not identifiable, of expression ... number of iterations used by NLS itself. Repeat the exercise with a starting value of 0.5 for ρ instead of the value of 0 that is conventionally used. 7.20 Test th...

Ngày tải lên: 14/08/2014, 22:21

... asymptotic properties of the estimates. We can estimate the covariance matrix of (9 .40 ) by  Var( ˆ β FGMM ) = n(X  W ˆ Σ −1 W  X) −1 , (9 .41 ) which is the analog of (9.16). The factor of n here is ... for ease of notation. The asymptotic equivalence of the ˆ β FGMM of (9.15) or (9 .40 ) and the ˆ β GMM of (9.10) further implies that what we will prove for the criterion...

Ngày tải lên: 14/08/2014, 22:21

... practice. Because of the global concavity Copyright c  1999, Russell Davidson and James G. MacKinnon 11.2 Binary Response Models: Estimation 44 9 −5 4 −3 −2 −1 0 1 2 3 4 5 0.0 0.1 0.2 0.3 0 .4 0.5 0.6 0.7 0.8 0.9 1.0 ... asymptotic version of the Cram´er-Rao lower b ound, 5 which actually applies to any unbiased estima- tor, regardless of sample size. It states that the covarianc...

Ngày tải lên: 14/08/2014, 22:21