• 2022-11-02
     设某联立方程模型的第 1个随机方程为[tex=8.929x1.214]omW94IETGTL9jPlpmuLfbEgxJOrQXEk5srs0YgaSFLHD3OxIoULWKeXS2x5ezGMiLopoZlP2l5GP5ITXhXycnkY1wXybwohVRDv4kWBZOZ0OeXkB4bU2XzTKDG5IGnNtTGLkVngSGhiSdBmxFbCWkJHTYZlx6UwsZVOeTjo6mdI=[/tex]其中,[tex=1.071x1.214]hYGxNzBBBuBP6FtZSjdF28xb0excp6TIY6+KvyjcFlY=[/tex]为该方程所含的内生解释变量行向量,[tex=1.357x1.214]ZL4OSwbgka8hhT6CpJpo0QLsJa5fR+aHSyRpXVRvOIk=[/tex]为该方程所含的先决变量行向量。[tex=3.143x1.214]U9s0BBfTC9alh/yBPBgczl8H0NcbkCCwvYxGOSx3SfvkeAzolpU3EA89t1CBYI+OTG1gG1c1vQY3eWW58WUBEg==[/tex]为对应的参数列向量。在-一个样本容量为n的样本下,可写出如下矩阵的形式[tex=13.286x2.786]hYGxNzBBBuBP6FtZSjdF22MIJkfZvGW1LX5DZghGOUD2SukAiSXVQmJdnK7ycdwNOJNsFpz22V2pQgpxUTljUj51zhdf3Yp9UNK7/2K8Z/aNR/M+cikfoCQPCQo4Kzff3lA3mCjdiFfTWTbI/gS+kxz8xDnFgcYRZz1UoGQ756QpIii1vwtOtQKeDYdOPndIXyDgn543zUZjYheDYon6QB922YyHagw/TUccbzjBS+Pm6mGKmeuM4fx227VeoZcz8yakhU4LjwDgYFKjTSWJvRXVv55lwYeUAiBPHRhoipbx0hl7XmzdTY65dkGaXhWD3QZwZz/y7MbXfXtXcd3Qxg==[/tex]试推导出如下间接最小二乘估计法的表达式[tex=16.071x3.571]yZSoi3OqRDHA0jMpBBfkra2QPZ6L6fYaDdLngdqh5xTkk4D1iEpzmCWV84EoJr/gtWdn7JwpwuqMUYmXL5uz9rI6eR9dZO5B/uxCkJjqBk5XX4xqfS0ry/C6IlLUOrdfheCVOIXCi7kGn2wy8Z24ZMtpRqcdkdAXzmb0h8c7zi+TocVSEzBM6c0DbuRH3M6VmR0UA48gzD/BW1UOKjeHooqz+cg1Og+qUWaZABpT6AmNFyuTvnJdONpAl3PfLZUMNk28IWo8qkmJRkPE8M1ufIQLQjv7eE5tTHFwQpRpmWOuS91ZJpYAwrXU0c0S2Zcg4YAXzSJi6NCn/h+fEzOfjmG64HimJS0prOi6PA7rWNrHOu4b39ZnOybnjU6aj8f4UV6YGg99ml0Go03e0WnzFA==[/tex]其中,X为联立方程模型全部先决变量在容量为n的样本下组成的nxk阶矩阵。