Sertaftromt chicspthart1 ichas ircacsictonesexplanate

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Unformatted text preview: r a value i re t t he he d a e iv oycaso:h ect o x r t ent lly non-zer , t aking as i n det er mined least -squares. by t he i , j t h element of t he mat rix Sr ( W ). It is al so t he case t hat t he der iivat ive of yi wit h r esp ect∂tyi x i r usually does not equal βr as i n o ∂y = Sr ( W ) i i(2.44) ( least -squares. = Sr ( W ) i j ∂ yi = ∂rx W ) i j S (i r (2.44) ∂xj r ∂ x jer ∂y of t his i s t hat taheosnge in tttermexplaW(tWr)yin ar i ableoor y her i mat for.44) r ( W ) = ( he icha na o j v ligh na f a Si Consider tionhacalars hat∂ a Sr=(ngre )ini ti he explat t fort va able r(2 a S ix, An implica c f t his i xj r servat none 1regin βr(o+ent i atrli on)aFan pot ent donenfdenitnhe riep enerm vari ablte i n series expa si i ) can p observ θ y f ocusing l l y t fect verse d i n on t W l ρW gl−) ( IInterpretação). fc ect t he i aep ahe t vad ablte ent and he An ob t i os r :fg o s) . t ng f o s a ( e h oimplicaviononifs(his i nur t a sl i g oe in urhe aql oei cclocy nv eque for a e h g a o s i able o t i ons ltl roitgiernv) .serTaftromt ChicsptharT1 ichas ircacsictonesexplanate rof garbonce gf r egi on i nfl u ofournSseiM seonel(,osiiservathie mocanseaktesonaloesacoun t(eh.uernr,egidenthvarirabee ti n h gD n mod e hbs ce t oonaodel tpo entpt l yac ffo n tote1depen ons depenid l n rs n e a exi i l ect 1 h 2) nei n si l regi ) si nce t he model t akes i nt o account ot her r egi ons dep endent ari seexplea. atAser vvarioabil enatgactss. ptTexplicativat uoneof Wregiãoconsenuenefeito s and ba al as a re mudança (s pvariável hh s ng d hrou umaoe ghbW X um oceaof r ory a n r on ) andl ot h an ob sul t t iof s me hirough asisinits ot ucoide gh lngiical d tem q gFregi on e i ro f c r s a y an ori . r vari abous Swroupohelhei nendent uvariialbtle vectnydependentesderoutra região.onalnt l er t Dherm otencialne rod modon akes i otroanreflWtX .hyFlor gilonof dregi nde h M e t de ,ds i cdet he ct e variável yacdoun sot ae eee s s ep2 gh t ep t...
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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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