foundations of econometrics phần 6 ppt
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...
foundations of econometrics phần 4 pptx
... 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...
foundations of econometrics phần 9 ppt
... 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...
Compact Summary of VHDL phần 6 pptx
... 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/...
handbook of lasers phần 6 pptx
... 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...
an inquiry into the nature and causes of the wealth of nations phần 6 ppt
... 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...
EPISTEMOLOGICAL PROBLEMS OF ECONOMICS phần 6 pptx
... 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...
foundations of econometrics phần 1 potx
... 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...
foundations of econometrics phần 2 ppsx
... 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...
foundations of econometrics phần 3 pdf
... 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...