El término de error
Contents
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7.6. El término de error#
Supuestos acerca del término de error: esperanza#
Supuestos acerca del término de error: limíte de probabilidad#
Si suponemos que
\[\begin{align*}
\plim\left(\tfrac{1}{T}E'E\right) &= \Sigma\\
\plim\left(\tfrac{1}{T}X'X\right) &= Q\\
\plim\left(\tfrac{1}{T}X'E\right) &= 0
\end{align*}\]
Tenemos que
\[\begin{equation*}
\plim\left(\frac{1}{T}\MAT{Y' \\ X' \\ V'}\MAT{Y & X & V}\right) = \MAT{\Pi'Q\Pi + \Omega & \Pi'Q & \Omega \\ Q\Pi & Q & 0'\\ \Omega & 0 &\Omega}
\end{equation*}\]
Entonces