高级计量济学期中考试metics answer for midterm.pdfVIP

MidtermforAdvancedEconometricsI

ANS:

;;\:

1212

2;2)2\

1112

A2)A2\\

1212

)A21A22

)Ac2Ac2;

1212

)Ac21\2

A;A;:::;2)A;A;:::;2\

121212

)A;A;:::2A;A;:::2

121122

)[1A2[1A2;

i=1i1i=1i212

)[1Ai21\2

i=1

PA:::PEaPA\B

PA\C:::PD\E::

A;:::;E

ANS:

PA:::PEPA\BPA\C:::PD\E;

PA[BPAPBPA\Ba:

PA[B[CPAPBPCPA\B

PA\CPB\CPA\B\C

a:

12

PA[B[C[DCPACPA\B

44

a:

12

PA[B[C[D[ECPACPA\B

55

a:

PAPA[BPA[B[CPA[B[C[DPA[B[C[D[E

)aa:a:a:a:

):a:

3.SuppoandYaretwotrandomvariableswithmarginalpdfs

fXx(;x;andfYy(ey;