El Estimador de Efectos Fijos - Universidad Carlos III de Madrid

= β + β ∗ + ε
ε

= β ∗ + + τ +
τ
β

= β + + τ +
= ( = )
δ = ( = )
= β +
∑
=
+
∑
=
τ δ +

= β + + τ + = ,, = ,
= β +
∑
=
= β +
+ ∑
=,
τ δ +
+ + +
τδ + τδ +

= β + +

→ ∞
β
→ ∞

= β + β + +
= β + β + +
ˆ β
( , ) = ˆ β

= β + β + +
= β + β + +
ˆ β
( , ) = ˆ β

− = β ( − ) + ( − )
( − ) ( − )
ˆ β
( , ) = ˆ β

ˆ β
ˆβ
ˆ β

→ ∞
(, ) = ˆβ = β → ∞
→ ∞

→ ∞
( | , ) = σ
( , | , ) = , =

=
>
∆
∆

=