Consider the regression model in matrix form 11eb817c_781c_4b03_84e6_570d3bf3102a_SM2685_00 where X and W are matrices of regressors and ß and are vectors of unknown regression coefficients. Let 11eb817c_781c_4b04_84e6_b1a554c3eca5_SM2685_00 where 11eb817c_781c_4b05_84e6_792dcacb5f74_SM2685_00 a. Show that the OLS estimators of ß and can be written as 11eb817c_781c_4b06_84e6_19480940742e_SM2685_00 b. Show that 11eb817c_781c_4b07_84e6_23675fdb9d6f_SM2685_00 = 11eb817c_781c_4b08_84e6_592fef547f9b_SM2685_00 c. Show that 11eb817c_781c_4b09_84e6_9ba7d1e17ab2_SM2685_00 d. The Frisch-Waugh theorem (Appendix 6.2) says that 11eb817c_781c_4b0a_84e6_c31871bcbdb4_SM2685_00 Use the result in (c) to prove the Frisch-Waugh theorem.

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

النسخة 3الرقم المعياري الدولي: 978-9352863501

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 13

Consider the regression model in matrix form

where X and W are matrices of regressors and ß and are vectors of unknown regression coefficients. Let

where

a. Show that the OLS estimators of ß and can be written as

b. Show that

c. Show that

d. The Frisch-Waugh theorem (Appendix 6.2) says that

Use the result in (c) to prove the Frisch-Waugh theorem.

التوضيح

موثّق

The given regression equation in matrix ...