EJC-8-ECUACION SIMULTANEA (15.4)-I-08-MCI

ECONOMETRIA 2 - ECON 3301 - SEMESTRE II - 08
Profesor: Ramón Rosales; rrosales@uniandes.edu.co
Profesor Taller: William Delgado; w-delgad@uniandes.edu.co
Profesor Taller: Juan Carlos Vasquez; jvasquez@uniandes.edu.co
Profesor Taller: Diego Marino; dmarino@uniandes.edu.co
Monitor: Alejandro Urrego; j-urrego@uniandes.edu.co
Monitor: Juan Sebastián Sánchez; jua-sanc@uniandes.edu.co
Monitor: Francisco Correa; fr-corre@uniandes.edu.co
Monitor: Carlos Morales; and-mora@uniandes.edu.co
EJC 8: ECUACIONES SIMULTANEAS - MINIMOS CUADRADOS INDIRECTOS
Ejercicio 15.4. Judge, pag 660.
δ esti = (X'Z2)-1X'Y2
ECUACION 2 SOLAMENTE:
Z2 =
Y1
359.27
415.76
435.11
440.17
410.66
530.33
557.15
472.8
471.76
538.3
547.76
539
677.6
943.85
893.42
871
793.93
850.36
967.42
1102.61
X1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
X2
3.06
3.19
3.3
3.4
3.48
3.6
3.68
3.72
3.92
4.15
4.35
4.37
4.59
5.23
6.04
6.36
7.04
7.81
8.09
9.24
X3
1.34
1.44
1.54
1.71
1.89
1.99
2.22
2.43
2.43
2.31
2.39
2.63
2.69
3.35
5.81
6.38
6.14
6.14
6.19
6.69
X4
8.48
9.16
9.9
11.02
11.64
12.73
13.88
14.5
15.47
16.61
17.4
18.83
20.62
23.76
26.52
27.45
30.28
25.4
28.84
34.36
X'Z2 =
12818.26
70554.3839
51029.8466
273478.796
560172.76
20
98.62
67.71
376.85
832
98.62
551.7848
400.1506
2120.2324
4126.86
67.71
400.1506
302.7909
1553.634
2865.26
376.85
2120.2324
1553.634
8269.1837
16222.64
-0.00252378 0.00082702 0.00031547 -0.00029299 6.9673E-05
1.08659088 -0.34836049 0.26617301 0.00147941 -0.00595745
(XTZ2)-1 = -0.18841292 0.18655231 -0.12561292 -0.01081267 -0.00246337
0.25815387 -0.10299213 0.19834661 -0.02451848 0.00096604
0.0337544 -0.03995752 -0.02762181 0.01712226 -0.00158261
X'Y2 =
3130.73
16653.1071
11849.4012
64475.1605
136024.68
0.19593928
39.5542139
δ esti =
-3.86019156 Estimadores de MCI
-6.06777921
1.64411984
Y2 =
Y2
102.96
114.38
118.23
120.45
116.25
140.27
143.84
128.2
126.65
141.05
143.71
142.37
173.13
223.21
198.64
191.89
181.27
180.56
208.24
235.43