Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
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⎛ ⎞<br />
n 2<br />
1 ∂ ln f( p; Yi)<br />
∑ ⎜−2⎟ n ⎜ i= 1 ∂p<br />
⎟ true<br />
p<br />
p<br />
⎝ ⎠<br />
1 ⎛∂ln f( p; Y ) ⎞<br />
n<br />
∑<br />
i<br />
⎜ ⎟<br />
⎜ i 1 ∂p<br />
⎟ true<br />
p<br />
d<br />
n =<br />
⎝ ⎠<br />
Poniendo todo junto,<br />
n ( ˆ MLE<br />
p – p true ) ≈<br />
⎡ n 2<br />
1 ⎛ ∂ ln f( p; Yi)<br />
⎞⎤<br />
⎢ ∑⎜−2⎟⎥<br />
⎢n ⎜ i= 1 ∂p<br />
⎟ true<br />
⎣ ⎝ p ⎠⎥⎦<br />
→ a ( constante) (LDGN)<br />
→ N(0, σ ) (TCL) (¿Por qué?)<br />
2<br />
ln f<br />
−1<br />
⎡ n 1 ⎛∂ln f( p; Yi)<br />
⎞⎤<br />
⎢ ∑<br />
⎜ ⎟⎥<br />
⎢ n ⎜ i= 1 ∂p<br />
⎟ true<br />
⎣ ⎝ p ⎠⎥⎦<br />
9-45