Y w y x w x 355 3 an omi t t ed

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Unformatted text preview: sençaa aryvariável omitida, λ, φ > 0 e erro o omit t v de dep ami ni n t he indep eD GP va t bles and dist at i a dep ar d e umer y exendenceginhte i mpl i ed ndent for iahe case of spur balnces ene ence a γ ≠ 0, => => viés de variável omitida no be ow. d vlar iables and dist ur bances for a given x . T hi s i s t he D GP as- estimador de OLS fica amplificado. t he assumal tdonend3.48) idot he.di st urvariávellnd irngr ehsor : equat0onsφ > 1. Spat i p i ep s ( ence no viés de M anes u at eg t s ese ( γ = i , λ , Consequências t ( 3 50) . banc i p a omitida para at i on leardwno iplim espacial.erms nd t herteal nagssy mt hot idepien.dent shos t n ( 3.55) iβo t= β , a of spa i i s l o a of pt e c b as ˆ egressão n → ∞ n ent var i abl es. 2. Spat i al dependence i n t he r egr essor i n t he pr esence of an omi t t ed v O 0) , whi l e γ modelo SDM ˆ able:• ( λ =DGP para(o = 0) , r esul t s i n pl i mn → ∞ βo = β + γ , r epr ese ing t he st andar d omitt ed var iable bias. y = λ W y + x (β + γ )...
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This note was uploaded on 05/01/2013 for the course ECONOMIA 001 taught by Professor Farinha during the Fall '10 term at Universidade de Lisboa.

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