Trabajo propiedades econometria

EMBED Equation.3 EMBED Equation.3 (1) donde EMBED Equation.3 Interseccin. EMBED Equation.3 a EMBED Equation.3 Coeficientes parciales de la pendiente. n Trmino de perturbacinestocstica. i i-esima observacin. N Tamao de la poblacin. Desarrollando (1) tenemos EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3EMBED Equation.3 escribiendo en forma matricial desarrollada EMBED Equation.3 en su forma general tenemos EMBED Equation.3 (2) FRP EMBED Equation.3 EMBED Equation.3 FRM EMBED Equation.3EMBED Equation.3 (3) Luego EMBED Equation.3 (4) El mtodo de los MCO Suma de residuos al cuadrado son mnimos. EMBED Equation.3 Si EMBED Equation.3 EMBED Equation.3 , luegoEMBED Equation.3 EMBED Equation.3 (5) Tomando derivada EMBED Equation.3 EMBED Equation.3 Ordenando y Pre multiplicando por EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 (6)PROPIEDADES DEL ESTIMADOR EMBED Equation.3 Linealidad EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 (7) Insesgamiento EMBED Equation.3 EMBED Equation.3EMBED Equation.3 (8) Eficiente Var EMBED Equation.3 de (7) tenemos EMBED Equation.3 EMBED Equation.3 (9) EMBED Equation.3 EMBED Equation.3 VarEMBED Equation.3 (10) Sabemos que STC SEC SRC SRC De (5) tenemos EMBED Equation.3 si EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3Factor izando SRC EMBED Equation.3 (11) Donde EMBED Equation.3 (12) EMBED Equation.3 Simtrica EMBED Equation.3 idempotente STC EMBED Equation.3 (13) donde EMBED Equation.3correccin de la media. SEC EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 EMBED Equation.3 (14)...