foundations of econometrics phần 7 docx
foundations of econometrics phần 7 docx
... (10. 67)
In Exercise 7. 11, expressions were developed for the blocks of the inverses of
partitioned matrices. It is easy to see from those expressions that the inverse
of (10. 67) is the 22 block of ... −I
−1
11
s
1
. (10 .77 )
Here I
11
and s
1
denote, respectively, the (k − r) ×(k − r) block of I and the
subvector of s that correspond to θ
1
. We rewrite the last expression i...
Note Taking and Learning A Summary of Research phần 7 docx
... through numbers: “The five steps in the process are,”
“There are two kinds of family,” or “The three basic causes of the revolution
were.”
o Listen for verbal “summing-up” clues such as “in ... class adequate for
passing the test? What kind of material was emphasized on the test (researchers, theories,
straight facts, etc.). The kind of material emphasized on the first test will...
ORGANIC AND PHYSICAL CHEMISTRY OF POLYMERS phần 7 docx
... with that
of poly(vinyl alcohol)–[CH
2
–CHOH]
n
−
, whose T
g
is +70
◦
C, gives an idea of the
importance of interactions.
The effect of main chain substituents is more complex. The size of certain
atoms ... mas-
tication of certain polymers in the molten state, in particular of natural rubber
before addition of stabilizing additives, may cause a drastic reduction of their...
foundations of econometrics phần 1 potx
... ij
th
element of the result is
equal to the inner product of the i
th
row of the first matrix with the j
th
column of the second matrix. Thus, if C = AB,
C
ij
=
m
k=1
A
ik
B
kj
. (1. 27)
For (1. 27) to ... 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 ≤ x...
foundations of econometrics phần 2 ppsx
... model (3 .71 ), and then, without using the results
of (3 .70 ), rederive the estimates of α , β, γ
0
, and γ
1
solely on the basis of your
results from (3 .71 ).
3.23 Simulate model (3 .70 ) of the previous ... columns of X are linearly dependent.
Copyright
c
1999, Russell Davidson and James G. MacKinnon
3.8 Measures of Goodness of Fit 1 17
One possibility might be to use s,...
foundations of econometrics phần 3 pdf
... (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 component of (4. 37) , if centered ... sample will contain some
of the residuals exactly once, some of them more than once, and some of them
not at all. Therefore, the value of each drawing must...
foundations of econometrics phần 4 pptx
... proportional to the
inverse of the variance of its error term.
Efficiency of the GLS Estimator
The GLS estimator
ˆ
β
GLS
defined in (7. 04) is also the solution of the set of
moment conditions
X
Ω
−1
(y ... model (7. 01) is defined in terms of an n × k matrix of exogenous
variables W, where k is the dimension of β, by the equations
W
(y − Xβ) = 0. (7. 08)
These equations are a...
foundations of econometrics phần 5 ppsx
... 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 (7. 77) . In contrast, ... the test statistic for H
0
against H
2
.
The result (7. 81) is not particularly useful in the case of (7. 71), (7. 72), and
(7. 73), where all of the test statistics are quit...
foundations of econometrics phần 6 ppt
... (9. 07) . We may reasonably expect that, with such a choice of J, the
covariance matrix will no longer have the form of a sandwich. The simplest
choice of J that eliminates the sandwich in (9. 07) ... asymptotic covariance matrix of n
1/2
(
ˆ
θ − θ
0
) when
¯
F is used in
place of Z and the covariance matrix of f (θ) is σ
2
I, we start from expression
(9. 67) . Using (9 .73 ), we...
foundations of econometrics phần 8 doc
... the
determinant of the inverse of a matrix is the reciprocal of the determinant
of the matrix itself, we have − log |Σ| = log |Σ
−1
|, so that we can readily
express all of (12.33) in terms of Σ
−1
rather ... first equation of (12.88) is the transpose of
ˆ
X
•
,
of which the typical diagonal block is, from (12. 57) , [ Z
i
P
W
Y
i
].
In both cases, the matrix is an estimate...
Từ khóa: