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BU.232.630.W5.SP25 sample_quiz_1

Single choice

Consider the nonlinear model yt=θ1x θ2 t +εt where the sample data (y1,x1),...,(yT,xT) are i.i.d. and E(εt|xt)=0. We know that the nonlinear least square estimator is asymptotically normal, that is √ T ( ˆ θ NL−θ0) d ⤳ N(0,A −1 0 Ω0A −1 0 ) To compute the standard errors we need to estimate A0, ˆ A 0=[ 1 T ∑ T t=1 x 2 ˆ θ 2 t 1 T ∑ T t=1 ˆ θ 1x 2 ˆ θ 2 t log(xt) 1 T ∑ T t=1 ˆ θ 1x 2 ˆ θ 2 t log(xt) ] What is the missing entry in the matrix ˆ A 0?

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Step-by-Step Analysis
The prompt provided a single question with an answer field containing one string, but the answer_options array is empty. This means there are no multiple-choice options to analyze, so we cannot identify which choice is correct or even explain the reasoning for each option in the usual step-by-step fashion. Here is how to think about the problem given what is typically required for the missing entry in A0, along with the implications of the missing options. - First, restating the situation: The model is y_t = θ1 x_t^{θ2 t} + ε_t (as written, though the formatting is unusual). The nonlinear least squares (NLS) estimator ̈θ_NL is asymptotically normal with an asymptotic covariance matrix proportional......Login to view full explanation

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Consider the nonlinear model yt=θ1x θ2 t +εt where the sample data (y1,x1),...,(yT,xT) are i.i.d. and E(εt|xt)=0. We know that the nonlinear least square estimator is asymptotically normal, that is √ T ( ˆ θ NL−θ0) d ⤳ N(0,A −1 0 Ω0A −1 0 ) To compute the standard errors we need to estimate A0, ˆ A 0=[ 1 T ∑ T t=1 ˆ θ 1x 2 ˆ θ 2 t log(xt) 1 T ∑ T t=1 ˆ θ 1x 2 ˆ θ 2 t log(xt) 1 T ∑ T t=1 ˆ θ 2 1 x 2 ˆ θ 2 t log2(xt)] What is the missing entry in the matrix ˆ A 0?

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