Schema Econometria

KTX kX2TX 2 1 : stoaesticidimatric regressorEFFfTL : #p^ -2ft Z2( ZZ ) )ZI ( AU(( p- ''('' - UY Z- Z' =p'Z' ) ZBZ '' Z' Z-2 - UZ +t== t = -A' iudipuudeutiECU] ECAU ] ipotesi=pElp ] ] ]ECAECAU torte1- moltoO Sse- --Cpn ] ''guineas distortFpC->= "If. ) =ppumpcioe-cousisteuzo p→ :avvieuecio quando- : )(cioeEzo EZU- Z'( ze- ) Ucontemporaneous PLIMZ* Ucorrelatequando can=o evite =moreconsistent Ezu ricorrere structure- necessaries-se to alloraas aeroee amore' struueeutaeivariable ISTRUMENTISTRNMENTALIVARTAMU stoaestioue Xueioinli* TXT 01=0(U ZX ''correlate PHMcan* more )⇐ ExX'correlate toZ ZPumservo core =* -2)FX( EXYY Y'correlate toPumsocio* con = esimedobmiaiuoevereauueuo-tautistruuueutiguo.at- hivenom -stinuetore hiarrive struvueutoii Diemle- lo sonoeone ain )(Z 72kTCASO K-- interestZ struueutidiUpY xt ruodeuo-- TX k -1171M¥) ( )µ÷ x)p=xZp PUMx'x' PumUy Ptx' +=→ = -

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XEITF2×12=7( )2xconsistent (p -'-) Z → '' xx>→ xper x=x== =LIIIphases ZEE IIY I( ' )('( ' --' Zp U= += I is verite' poifareper Pumserve coree E=X(sostitueudo(cousisteuza XI ' X'ha ZX' -COMMENT :2) T Kse2515 IV -= -↳ ( ) ( )GIVEChimento INSTRUMENTAL VARIABLES32kGENERALIZED ESTIMATORaware liespessieue si tresforrnazioue- dirnostrerepossible di 251512) laoftenerGIVEE reverso- seigneuratteone quo :E XII I' E'E'' 'Xl -( X' Xp UpY Ytu ' Zz Xx + da: au=- =-Mises ]')( ''E )) (E ' X')) - -- ((( ' Z'( ZY' -' Y 'ZZ x 'XZ X xx x==3) Struuueutelivariable- statistic 'thepossible stiruetoreE HAUSMANconfront TESThere OLS Mewe :aTEST HAUSMANDr ( )zsls.IN/GlVcousisteute;oLspiu-erticieutediHo correlation the U consistentZ asesenza ;as:vs inconsistent e)consistentH2 correlation lotstradi 2scs.IN/GlVUZepre ;: senza ( E)J2 I )"Mols

fois( interacteddire "HAUSMANTEST Dr SLSINIGN "2501 escluseIVI wotGIV k- -= z-2)()(2x K xzIK 2 -- fufuE ")Pnasfizscsliviaiv ah ))( (= -( )2)( 2KXk --( E)pnzslsllvl pm )"Mols MOLS E( XIU25151 IVI GIVGIV - - )s-Horifiutato dirifiutete- furoreHoSe ZSLSIIVIGIVOLS ae ( screwedre 2=2: - MocsI " a) XI(TEST M HAUSMAN 2541 IVI GIV= ~- Ho-VIVier Mocsptzslsliv ()( )Giv, -' ERRORIAVTOCORRELAZIONECHE DEGLIETEROSCHEDASTICLTARIMOZIONE CLASSIPOTESI e: ]ECUU rC'Y urxp F'U+ Ie= con-- d'sregressor nonstoaestici ( ) ( )OO W2 WIT-W - - -- -22zz -eterosouedresticithe SL 2OO WuWur Was- pure - -- - -== '' ': : ' ': '- autocorrelation :: :. purge .WTT 2O -- -O WIZ. Wiz' - ( )WITWII W --22 - matrices cioepiecedWur Wu - Wu- -= ,. ;;; eae.oganeaam.u.ua. . ,. autocorrelationWhWes WTT-- - e)( loved remixmomEFFETII OLSSo§ '( XI X' Y-X'=↳ Cpn ] =pC- distortedwereIpa 2)fif I))El Z) )f) Z( ( XCX -' ((( )(' )

-041×1×1-2( ( ][' -C- ))' ' 'p Xl X' tX' ' r-' '' UU X C--- X ouX XIXX 'X UUX XX xX xCov : ===-- efficient)pin (" -''e- BESTOLS=3 mom non e fi SECAfit )di )ipotesiimportant i ;teste- ;: Cov → seperCov e-→ e =- ;)SECTindividuate formationsi he perrnettercitries di '' ' 'Bluedare del> OLSmodulo one avecposse= 2)(siugouere.quimaiesinel.in'positive guiuandefinite -versa rr mon,invertible riceest 'Ztalecuriae)e- Ie( LL'Se LrDEF L L -- rr metne sempre chehe esempre =eamore non -m a -,, dimetrictale FATIORLZZAZIONE r- deltae e information ' sie- tres BUEL fare asdo appuwa modemate per cuemodeweredeterministicLr >CASO note2 =: =X*ptU*'tLY Xp=L YLUUY tresforme.to+Xp modem+-- 'tU* x*py +=µ I ]CLUECU ECU ]* E =L= O--- ×± .gtoaem.ae m.aedeterminism,, × × , *, ×we = •manwon , ] 'll=E[] ''U*ECU

[)( * 'Ll 'L 04C- Glu=LLUVUt LrCov UU Ie= = =- ipolesichessiche' BWEe-letrees toutesodomite =3formatomodern asa§ Z)(2( )') I -( I Y' Z-* X* LY* '- X' r -'y 'xx ' -r X 'L XL XLX GENEXx LEASTZED SQUARESRAU=== 2fi ( -O') 2x )'(Cov -x. rGLS = u L2 note =3CASO noter: non nonII dimetric STIMATORAimo =3 CANALAMUr VAN! ': ,tuly [ * *# p Uxp * *y xp y xu tresforrneto1-++ modern= =--y * * ** ** Ux p= +[ IU Eli independent( I)] ]ECUIECU C-* * siano distort¥ trosforrneto e-area modemmemo ocs> sue= - non = canIX di i ".ci inAocasticd)motive* (* ; *X * Ustoush correuezieueregressor xouiconsistent contemporariesas truesow> as senza=- e e. i' fearsII Ix 'I* * -)(2x ( Z) di)ZY in- '( ' consistent' '* ' - Y- x'* ' distortFEASIBLE-y ' rrX** * X* XX. →GLS=