foundations of econometrics phần 6 ppt

... 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 needed to offset the factor of n −1 in the definition of ˆ Σ. We ... to (Z  F 0 ) −1 Z  Z(F 0  Z) −1 , (9 .69 ) where, for ease of notation, F 0 ≡ F (θ 0 ). The inverse of (9 .69 ), which is proportional to the asymptotic precision matrix...

Ngày tải lên: 14/08/2014, 22:21

... the restricted model (6. 82) and the unrestricted model (6. 06) . The natural choice for ´ β is then ˜ β, the vector of OLS parameter estimates for (6. 82). The GNR for (6. 06) was given in (6. 65). If this ... n−k. Evidently, the right-hand side of (6. 56) is identical to the right-hand side of (6. 32), which is the standard estimator of Var( ˆ β). Thus running the GNR (6. 54) provid...

Ngày tải lên: 14/08/2014, 22:21

... ρ 4 u t−4 − ρ 1 ρ 4 u t−5 + ε t . (13 .65 ) Notice that the coefficient of u t−5 in equation (13 .65 ) is equal to the negative of the product of the coefficients of u t−1 and u t−4 . This restriction ... order of the product of the two functions is just n raised to the sum of p and q. In the second line, we see that the order of the sum of the functions is just n raised to the...

Ngày tải lên: 14/08/2014, 22:21

... Student's Guide to VHDL" ISBN 1-55 860 -520-7 and "The Designer's Guide to VHDL" second edition ISBN 1-55 860 -67 4-2 Examples of VHDL from Ashenden's Designer's ... WORK library, keep hands off You now need to get the following 6 files into you vhdl directory: VHDL reference material http://www.csee.umbc.edu/help/VHDL/index.shtml (1 of 5) [22/12/...

Ngày tải lên: 08/08/2014, 03:20

... 161 6 5 .66 60928 1 764 .88 46 v = 11 → 10 Band P(22) 161 6 5 .66 78052 1 764 .3514 v = 12 → 11 Band P( 16) 161 6 5 .67 407 56 1 762 .40 16 v = 13 → 12 Band P(10) 161 6 5 .68 01058 1 760 .53 06 v = 12 → 11 Band P(17) 161 6 5 .68 569 87 ... 161 6 5. 961 5550 167 7.4147 v = 15 → 14 Band P(20) 161 6 5. 964 8404 167 6.4908 v = 17 → 16 Band P(7) 161 6 5. 966 6 761 167 5.9750 v = 16 → 15 Band...

Ngày tải lên: 14/08/2014, 04:21

... taken of it by the of cers of the customs or salt duties. Fourthly, in many parts of Scotland, during certain seasons of the year, 1115 [ 34 ] herrings make no inconsiderable part of the food of ... carriage consequently, or of the greater part of the inland commerce of the country. By regulating the money price of all the other parts of the rude produce 1095 [ 14 ] G.e...

Ngày tải lên: 14/08/2014, 22:20

... the history of the development of one cul- ture or of one people the history of the development of another. Consequently, universal history in this sense signifies only a series of works that ... of the theory, and only on this basis, is an accurate judgment possible of the effects both of every individual interventionist measure and of the total phenomenon of interventi...

Ngày tải lên: 14/08/2014, 22:21

... as well as for transposes; see (1.30). 1. 16 Show that the transpose of the product of an arbitrary number of factors is the product of the transposes of the individual factors in completely reversed order: (ABC ... 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...

Ngày tải lên: 14/08/2014, 22:21

... as an estimator of n times the variance of y t about its true mean. As such, it will have expectation (n − 1)Var(y). Thus the second term of (3 .66 ) can be thought of as the ratio of two biased ... value of h t can be found in Exercise 2. 26. The lower bound in (2 .66 ) can be strengthened when there is a constant term. In that case, none of the h t can be less than 1/n. This...

Ngày tải lên: 14/08/2014, 22:21

... confidence interval of the χ 2 (1) distribution is 3.8415, the square root of which is 1. 960 0. Thus the confidence interval given by (5. 06) becomes  ˆ θ − 1.96s θ , ˆ θ + 1.96s θ  . (5.07) This ... (unre- stricted) estimate of σ 2 and can be thought of as a measure of the scale of the random noise. Since u ∼ N(0, σ 2 I), every element of u has the same variance, and so every...

Ngày tải lên: 14/08/2014, 22:21