Rsince he par amet er sd d he t he t ce t er m isin

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Unformatted text preview: rsoluçãowe l abel ε t s onde por hipótese x s aserh di st urbanr e t rm s hi ch do sistema ,t c w ez ain itst urrbanvectshoz si mp(2fio). di sced. rSince he par amet er s.d d he t he t ce t er m isin lt .8bser v ove y of t t he unobser ve i es where ela iononsiste por encontrar os valores de β e θ. c or wn no eelat ed wit h ect oroz sernot ovect or d. , Since ahesunobser ovdr where t he v t he b is ved bser ve x we c t n t i l l uncvee r or r elar edθwitth tas tobserivt urbectyoe tx,βweεcani chi lwe nabverε he he ed v rx + (2.8) vect o t z ac Consideredoscaso anc= z erm,éwh st l u l coel x e z independentes é •s onde não observado. Para e vect o.8). s h i nExp(2ssizθ act8) asptreeedtsta rbanθe lverm, moochwi te liabelpεndent and i denin rer on ( 2. ossível s ni s u nβ e cz ti near whdel w h nde e p re estimar ormal ão para resíduo. wn in (2.8). t ically dist r ibut ed ( iid ) di st ur bances, wher e t he or dinary l east-squares est iˆ mat or β = ( xyx= 1 xβy+isεknown t o be t he b est linear unb(2.8) est imat or . )− x iased yt = e scenar i o, consi der a si t uat i on wher e t(2e ex pl anat or y var i xβ + ε As an al t er na i v h .8) resentnecta ormal l ilnnearmcovelrliance wndet he vect toran,diudeol-l ows t he spat i al s a nnormal i s ar o od e wiitth ii ndependen t an b i f n penden x d exhibit ezer pablsev t s or• z Problema: xmoda westãoitcorrelacionados, dten- apresenta um re e hh au di st u ss ve pro wher ewz e o 2. inary l east -squares porém iid )t oregrer biances,cess shoetn nãor d9) . hin ( est i- ( iid ) di st ur bances, wher e t he or dinary l east -squares est i- abaixo. processo autoregressivo espacial, como mostrado y y is knownt oobbet he best linearr unbiased est imattorr.. is known t e t he best linea unbiased est ima o x scscenrar i,oconnisi dr raasst tuattiiozn=whW e t hr ex pllanattorry varr-n her e t e e ena i o , cos dee i i ua o w ρer z +he ex p ana o y vai i (2.9) s zer o oovar iance witit ht the vect orrIx ,,−buWfo−lll1ows tthe spatti al l c covar iance w h he vz = o( x b ut f) l ows he spa i a or it s zer ect n ρt (2.10) sesshowwn nn( 2.9) . . s s sho n i i ( 2.9) c In (2.9), ρ is a r eal scalar paramet er, r is a n × 1 vect or of di st ur bances onde (0 σr2 I par...
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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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