Consider the regression model from Chapter 4, 11eb9b5b_3f5b_01b2_bf3e_cb1dc106916f_SM2686_11 , and assume that the assumptions in Key Concept 4.3 hold. a. Write the model in the matrix form given in Equations (18.2) and (18.4). b. Show that Assumptions #1 through #4 in Key Concept 18.1 are satisfied. c. Use the general formula for 11eb9b5b_3f5b_01b3_bf3e_23663373107e_SM2686_11 in Equation (18.11) to derive the expressions for 11eb9b5b_3f5b_28c4_bf3e_0d2ccdcb4d5c_SM2686_11 and 11eb9b5b_3f5b_28c5_bf3e_a5ef0f6d3594_SM2686_11 given in Key Concept 4.2. d. Show that the (1,1) element of 11eb9b5b_3f5b_28c6_bf3e_3b1f812b8f6b_SM2686_11 in Equation (18.13) is equal to the expression for 11eb9b5b_3f5b_28c7_bf3e_cbbf49fcb787_SM2686_11 given in Key Concept 4.4. 11eb9b5b_3f5b_4fd8_bf3e_31995b051430_SM2686_00 11eb9b5b_3f5b_76e9_bf3e_516b36064748_SM2686_00 11eb9b5b_3f5b_76ea_bf3e_1b7850383fad_SM2686_00 11eb9b5b_3f5b_9dfb_bf3e_a94f4b5b96eb_SM2686_00

Introduction to Econometrics 3rd Edition by James Stock, James Stock

النسخة 3الرقم المعياري الدولي: 978-9352863501

Introduction to Econometrics 3rd Edition by James Stock, James Stock

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 9

Consider the regression model from Chapter 4,

, and assume that the assumptions in Key Concept 4.3 hold.
a. Write the model in the matrix form given in Equations (18.2) and (18.4).
b. Show that Assumptions #1 through #4 in Key Concept 18.1 are satisfied.
c. Use the general formula for

in Equation (18.11) to derive the expressions for

and

given in Key Concept 4.2.
d. Show that the (1,1) element of

in Equation (18.13) is equal to the expression for

given in Key Concept 4.4.

التوضيح

موثّق

a) Let the following be the general line...