题目
题目

BU.232.630.W5.SP25 sample_quiz_1

单项选择题

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?

查看解析

查看解析

标准答案
Please login to view
思路分析
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

登录即可查看完整答案

我们收录了全球超50000道考试原题与详细解析,现在登录,立即获得答案。

类似问题

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?

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 Ω0, ˆ Ω 0=[ 1 T ∑ T t=1 ˆ ε 2 t x 2 ˆ θ 2 t 1 T ∑ T t=1 ˆ ε 2 t ˆ θ 1x 2 ˆ θ 2 t log(xt) 1 T ∑ T t=1 ˆ ε 2 t ˆ θ 2 1 x 2 ˆ θ 2 t log2(xt)] What is the missing entry in the matrix ˆ Ω 0?

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 What is the missing entry in the matrix 𝐴 ̂ 0 ?

Consider the nonlinear model 𝑦 𝑡 = 𝜃 1 𝑥 𝑡 𝜃 2 𝑧 𝑡 + 𝜀 𝑡 where the sample data ( 𝑦 1 , 𝑥 1 , 𝑧 1 ) , . . . , ( 𝑦 𝑇 , 𝑥 𝑇 , 𝑧 𝑇 ) are i.i.d. and 𝐸 ( 𝜀 𝑡 | 𝑥 𝑡 , 𝑧 𝑡 ) = 0 . We know that the nonlinear least square estimator is asymptotically normal, that is ⤳ 𝑇 ( 𝜃 ̂ 𝑁 𝐿 − 𝜃 0 ) ⤳ 𝑑 𝑁 ( 0 , 𝐴 0 − 1 𝛺 0 𝐴 0 − 1 ) To compute the standard errors we need to estimate 𝐴 0 , 𝐴 ̂ 0 = [ 1 𝑇 ∑ 𝑡 = 1 𝑇 𝑥 𝑡 2 𝜃 ̂ 1 2 ( 𝑥 𝑡 − 1 ) 𝜃 ̂ 2 2 𝑧 𝑡 1 𝑇 ∑ 𝑡 = 1 𝑇 𝑥 𝑡 𝜃 ̂ 1 2 𝑥 𝑡 − 1 𝑧 𝑡 𝜃 ̂ 2 2 𝑧 𝑡 − 1 1 𝑇 ∑ 𝑡 = 1 𝑇 𝑥 𝑡 𝜃 ̂ 1 2 𝑥 𝑡 − 1 𝑧 𝑡 𝜃 ̂ 2 2 𝑧 𝑡 − 1 ] What is the missing entry in the matrix 𝐴 ̂ 0 ?

更多留学生实用工具

加入我们，立即解锁 海量真题 与 独家解析，让复习快人一步！