bài tập kinh tế lượng có lời giải chi tiết

18 32.7K 80
bài tập kinh tế lượng có lời giải chi tiết

Đang tải... (xem toàn văn)

Tài liệu hạn chế xem trước, để xem đầy đủ mời bạn chọn Tải xuống

Thông tin tài liệu

tuyển tập các dạng bài tập kinh tế lượng có lời giải chi tiết

j?ừ?ấ'Ê lg P bã???ỵƯY bấẫÊ?hM?gềô??ã?ậẫ PM?jừ?ãể?ấ&Ư?ấ'Ê?ậấ'Ư?Ư?(?'?&?ỵ?ãừ?Ô?ừ?\?ÔẩÊ^ j?ã?ở?Ê??ã?Ưỗã?ÊM?lẩ??(?'?&?ỵ?ãừ?Ô?ừM QM?b?ừ?6?Êý\?Ư*\ 0 ?ề 1 1 ?ƠOKTVPU?]?O?ã?ở?Ê?P?ậẫ???ã?Ưỗã?GãÊ?H?Ê?OKTVPU?ậẫ?M 0 ?ÔẩÊ?ể?,Ư?ề?Ư+Ê?Ư?6?Êý\M RM?j?ã?ở?Ê?POMOOO?ậÊ?GPO?ậẫ?H??ã?Ưỗã?GãÊ?H?Ê?ỵ?ờ?\ ầãM L?sĂ?ầã?Ưỗã?Ư*\?ề?ế?\?ể?ô?ÔểÊ??Ưở !?úã?&?ậ"??Ưở?GP L H?Ơ OKXT?Ư?\ô?! P M?jểÊ??Ưở?ậ?ềY P 1 L kn t M ) (Se 1 P ?OKSURT j?ã?ở?Ê POMOOO?ậÊNếÊ??ã?Ưỗã?GãÊ?H?Ê?ỵ?ờ?OKSURT ỵNếÊM SM?gễ?ấ&Ư?ấ'Ê?ô1Ư?Ê?ã?Ưỗã?ũ?\?Ê?ÔểÊ??Ưở?XTD?Ô?ã?ở?Ê POOMOOO?ậÊ?GPO?ậẫ?HM L?sĂ ầã?Ưỗã?ề?ế?\?ể?ô?ÔểÊ??Ưở?\?ỵ\?&?ậ"??Ưở?GPLHƠOKXT Ư?\ô?! P M?jểÊ??Ưở?ậ?ềY 1 L kn 2 t M ) (Se 1 [ P ??[ 1 ?J kn 2 t M ) (Se 1 OKSRVUQ?[ P ??[?OKVOTTW j?ã?ở?Ê?POOMOOO ậÊNếÊ?GPO?ậẫ?H??ã?Ưỗã?GãÊ?H?Ê?Ê ÔểÊ?GSKRVUQ L?VKOTTWHM TM?b?6?Ôừ?Ư?Ê?ã?ở?ÔẩÊ?ể?ấ$Ê?ậừ?ã?Ưỗã?\M?sĂ?ệ?ậũã?ậ?Ư ậ,Ê?ÔẩÊ^?sệ?\^ L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P Ơ?OH g P Y?G P ?OH lũ?ếƯ??ềY v ?Ơ?ằ kn 2 1 1 tt; ) (Se 0 t ?Ơ XKWRWQ kn 2 t ?Ơ?QKROU ?] kn 2 t ?v??ếƯ??g O M 6?Ôừ?ã?ở?ÔẩÊ?ể?ấ$Ê?ậừ?ã?Ưỗã?ề?\M UM?b?ú?Ư?Ê?Ô?ã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?OKU?ậẫ??ậ,Ê?ÔẩÊ^ L?sĂ?ầã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?Ơ?OKUH g P Y?G P ?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 2 1 1 tt; ) (Se 6,0 t j?ừ?ấ'Ê lg Q ?Ơ?OKSWWW kn 2 t ?Ơ?QKROU ?[ kn 2 t ?v??Ưấ\?Ư?Ưẫ?$?ếƯ??g O M?b?ú??Ê?Ô?ã?ở?Ê?P?ậẫ? ?ã?Ưỗã?Ê?OKU?ậẫ?M VM?sã?ở?Ê?Ư?ềô?ã?Ưỗã?ũ?\?Ê?2Ư?2?ÔẩÊ^ L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?Ơ?OH g P Y?G P ?]?OH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! PM WM?j?ã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?!?ậ\?ề?OKU?ậẫ?M L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?OKUH g P Y?G P ?]?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! PM XM?sã?ở?Ê?P?ậẫ???ã?Ưỗã?Ê?ấ&?OKU?ậẫ?M L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?G P ?OKUH g P Y?G P ?[?OKUH lũ?ếƯ??ềY v ?Ơ?ằ kn 1 1 tt; ) (Se 0 t w?Êế???& kn 2 t ?ậú?Ôừ?ãở?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?ấ\?\?Ôừ?ãở ể?ấ$Ê?Ư*\?\ô?! PM POM?b?6?Ôừ?Ư?Ê?ôẩ??ậấ\?\?ậú??ỵƯ?ã?Ưỗã?ũ?\?ề?ÔẩÊ?Ư?6?Êý\M sĂ?ệ?ậũã?ậ?Ư?ậ,Ê?ÔẩÊM?mÊề?ừã?!?ã?ởK?Ư?Ư?ừã?!?ề?ể?ấ$Ê ậừ?ã?Ưỗã?ũ?\?0\?ÔẩÊ^?gễ?Ư ỵ?-M L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?Gq Q ?Ơ?OH g P Y?Gq Q ?OH lũ?ếƯ??ềY v ?Ơ?ằ )kn,1k( 2 2 ff; )kn( )R1( )1k( R f j?ừ?ấ'Ê lg R q Q ?Ơ?XQKRV?Gq Q ?Ơ?P L?qrrNsrrH?G )kn()1k.(f )1k.(f R 2 H  ?Ơ?XUKWT )kn,1k( f Ơ?TKRQ  ?] )kn,1k( f v?ếƯ??g O M 6?Ôừ?ậấ\?\?ề?\M?lẩ??Ư?6?Êý\M?sÊ?ôẩ? ầK?ừã?!?Êể?ỵƯ?ề?ã?ở?Êể?ỵƯ?ậấ'Ư?XQKRVD?2?ừ?ậ"Ê?Ư*\?ã?ƯỗãK Ư?VKURD?2?ừ?ậ"Ê?Ư*\?ã?Ưỗã?ề??\?!?Êộã?ầ?ề?ƯếƯ?ừã?!?ÔếƯ?Ưấ\ ậấ\?ề?ôẩ?M PPM?gễ?2?ế?Gấ&Ư?ấ'ÊH?ã?Ưỗã?ãÊ??ũ?\?Ô?ã?ở?ề?P?ửã?ậÊ?Ê ÔểÊ??Ưở?XTDM L?sĂ?ầã?Ưỗã?ề?ế?\?ể?ô?ÔểÊ??Ưở?\?ỵ\?&?ậ"??Ưở?GPLH?Ơ?OKXT Ư?dGxNw O ƠPOOHM jểÊ??Ưở?ậ?ềY 0 Y L kn 2 t M )Y (Se 0 [?dGxNwƠPTOH?[ 0 Y J kn 2 t M )Y (Se 0 1 0 Y X 2 i 2 0 2 0 )XX( )XX( n 1 ( )Y (Se ) (Se )XX( 1 2 2 2 i SPKXROX?[?dGxNwƠPTOH?TWKQRQT I?c2?ế Êế??Ưế?ử?Ê?ÔểÊ??ƯởY 0 Y L kn 2 t M )Y(Se 0 [?x O ?[ 0 Y J kn 2 t M )Y(Se 0 2 i 2 0 2 0 )XX( )XX( n 1 1( )Y (Se `M?júô?ậ?ử?ấ'Ê?2?ấẫÊ?ã\?GbGtK?tFH?Ơ?O ? ?FHM g O Y?Glẩ??Ê!Ư?ÔẩÊ?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H g P Y?Glẩ??Ê!Ư?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?MMM?Z Q ?] )1( 2 H bếƯ?PY?ỵ Q ? Q ?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?jừ?ãở?ũ?ử?ấ'Ê?2 ấẫÊ?ã\?Ư*\?ôẩ?M bếƯ?QY?wĂô?oL\ãĂ?Go\H?] ?Ưấ\?Ư?Ưẫ?$?ếƯ??g O M?oL\ãĂ?[ ?ếƯ ?g O M L?sầã?Ưãố?e v?Ơ?ằÂ?Ơ?MMM?Z?Â?] )1kn,1k( f H bếƯ?PY?ỵ? ?? ?Ư?ã"Ư?ôũ?ếƯ??\?ÔẩÊM?jừ?ãở ũ?ử?ấ'Ê?2 ấẫÊ?ã\?Ư*\?ôẩ?M bếƯ?QY?wĂô?oL\ãĂM L?lẩ??2?ấẫÊ?ã\?ởƯ?PY t ?Ơ Mt LP ?J G`qPH j?ừ?ấ'Ê lg S Y?ử?!?2?ấẫÊ?ã\ )U(Var.)U(Var )U,U(Cov 1tt 1tt )U(Var )U,U(Cov t 1tt L?lẩ??2?ấẫÊ?ã\?ởƯ?Q t ?Ơ P Mt LP ?J Q Mt LQ J G`qPH L?sầã?Ưãố?cãLv\ w?ôẩ??`qP 2 i 1tt e ee ?ƠP ?ôẩ??Ư?ử?ấ'Ê?2?ấẫÊ?ã\?ề?ể?ấẫÊ ?P ?? ?O ?Ư ử?ấ'Ê?ấẫÊ?ã\?ấẫÊM ?Ơ LP ?ôẩ??Ư?ử?ấ'Ê?2?ấẫÊ?ã\?ề?ể?ô L P ?? S ?Ư ử?ấ'Ê?ấẫÊ?ã\ ôM ?Ơ?O ?ôẩ? ÔẩÊ Ư?ử?ấ'Ê?2?ấẫÊ?ã\ O ?? Q ÔẩÊ Ư ử?ấ'Ê?ấẫÊ?ã\M ÔF?Ơ?Ô L?P ??\?ểÊ? ?ề? ã M GOK? HY?s2?ấẫÊ?ã\?ấẫÊY G K? ã H?ồƯ?G ã K? HY?ÔẩÊ?Ôừ?ãở?ậấ'ƯM GG ã K?QH?ồƯ?GQK? ã HY?ÔẩÊ?Ư?ử?ấ'Ê?2?ấẫÊ?ã\M L?lẩ??Ư?ừ?ụ??ÔẩÊ?(Ê?cLv?ấ#Ê?ôề?ể?(Ê?cLv?M lẩ??Ê!ƯY?x ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J Mx ?J?t ?????GÊ!ƯH nkr?GÊ!ƯHY?ậấ'Ư?K?nkr?GÊ!ƯHY?ậấ'Ư?K K?rĂG H lũ?ếƯ??ềY?v?Ơ?ằ ) (Var).n1( n ). 2 d 1(h K????] 2 2 U L?júô?ậ?ô-Ư?` Ă ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J MĂ LP ?J?t GPH Ă ?Ơ O ??J P w P J?MMM ÔLP w ÔLPK ?J?t GQH nkrGPHY 2 1 R K qrr P nkrGQHY 2 1 R K?qrr Q g O Y?Glẩ??Ê!Ư?ÔẩÊ?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H g P Y?Glẩ??Ê!Ư?Ư?ử?ấ'Ê?2?ấẫÊ?ã\H L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?GLPHM 2 1 R Z Q ?] )1( 2 H L?sầã?Ưãố?e v?Ơ?ằ )1kn,1( 1 12 ff; )1kn/(RSS 1/)RSSRSS( f bếƯ?Ư0\Y PM?oấẫÊ?ế?\??Ê?ãếY x ?Ơ O ??J P w P J?MMM J ÔLP w ÔLPK ?J?t ?????GPH x ?Ơ O ??J P w PLP J?MMM J ÔLP w ÔLPKLP ?J?t LP ?GQH lẩ??P?ậ,Ê??ôẩ??Q?ậ,ÊM t ?Ơ Mt LP ?J j?ừ?ấ'Ê lg T m?GQH?& ??.?ậ?GPH x L Mx LP ?Ơ O ?GPLH?J P Gw P L w PLP H?J?MMM?J ÔLP Gw ÔLPK L w ÔLPKLP H?J?t ?J t LP * t U Ơ t ?J t LP * t * t,1k * 1k * t1 * 1 * 0 * t UX .XY GIH nkr?GIH * 0 K * 1 K?MMM?K * 1k )1( * 0 0 Z j ?Ơ * j 1k1k110 X .X Y QM?oấẫÊ?ế?bƯ\ĂLnƯã?GbLnH x ?Ơ O ??J P w P J Q w Q ?J?t ?????GÊ!ƯH nkr?GÊ!ƯH ?Ă M w?2Ê?ôẩ??Ă ?Ơ Ă LP ?J ?GdPH aấ&Ư?PY nkr?GdPH M?r/?-Ê ế?-Ê?ấẫÊ?ế?\??Ườ?P?Ê?ãế?G ậấ'Ư?\?Ê H ??ấẫÊ??\??Ườ?P?Ê?ãếY x L Mx LP ?Ơ O ?GPL H?J P Gw P L w PKLP H?J Q Gw Q L w QKLP H?J ??GbLn P H nkr?GbLn P H 0 K 1 K 2 K Y aấ&Ư?QY nkrGbLn Q H 2 t e ??ôẩ? t 2 1t 2 t ee GdQH nkrGdQH M?r/?-Ê ?ậú??2Ê?ôẩ??\??Ườ?P?Ê?ãế?GbLn Q H nkr?GbLn Q H 0 K 1 K 2 K Y sừ?-Ư?ấ&Ư?ồ?ấ?ầ?ậừ?Ô ấ&Ư?\ã??& ?$?ấ&Ư?ấ&Ư?Ưầ?ửƯ?ÔẩÊ ậếÊ?Ôú?G[PNPOOOHM aM?júô?ậ?ệÊ?ềô??ã?GdGtH?Ơ?O ?H g O Y?GcệÊ?ềô??ã?ậ,ÊH g P Y?GcệÊ?ềô??ã?\H r/?-Ê?ầã?Ưãố Q K?Â?GoL\ãĂ?Ư*\ Q K?ÂH?ậú?Ôúô?ậM L?oế?ử?ừ w ?Ư?ỵƯ?'?&?ôẩ??\?ÔẩÊK?Ôúô?ậ?g O Y?G ?Ơ?OH g P Y G ?OH L júô?ậ?2?ã?ủ?Ư*\ ềô??ãY?g O Y?Glẩ??ỵ?ừ?ậ,ÊH g P Y?Glẩ? ũã?ừ?ậ,ÊH L?júô?ậ?ô-Ư?a J?sầã?Ưãố Q nkr?GxNw P K?w Q K?MMM?K?w ÔLP H Y 2 Y K 3 Y KMMMK m Y K?Ă GPH w?ôẩ? ĂN?w P K?w Q K?MMM?K?w ÔLP K 2 Y K 3 Y KMMMK m Y Ă ?Ơ O ??J P w P ?J?MMM P w ÔLP K ?J Q 2 i Y J R 3 i Y ?J?MMM ô m i Y Jt ?GQH g O Y?Glẩ??P?ậ,ÊH g P Y?Glẩ??P?\H nkr?GQH 2 2 R v?Ơ?ằ Q ?Ơ?M 2 2 R ?Z Q ?] )1m( 2 H J?sầã?Ưãố?e GxNw P K?w Q K?MMM?K?w ÔLP K 2 Y H Y j?ừ?ấ'Ê lg U x ?Ơ O ??J P w P ?J?MMM P w ÔLP K ?J Ô 2 i Y Jt GRH g O Y?Glẩ??Ê!Ư?ậ,ÊH g P Y?Glẩ??Ê!Ư?\H v ?Ơ?ằ )1kn,1( 2 3 2 1 2 3 ff; )1kn( )R1( 1 )RR( f bM?júô?ậ?ỵ?Ưãố?Ư*\?\?!?Êộã?ầ?Gt ??!?ƯãốH g O Y?Gt ??!?ƯãốH g P Y?Gt ?ÔẩÊ??!?ƯãốH L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?MMM?Z Q ?] )2( 2 H nkr?GÊ!ƯH ?ĂM?sỵ?r L?ử?!?ậ!?1Ê?Ư*\?ĂK?j L?ử?!??Ư*\?Ă v?Ơ?ằ Q ?Ơ?sa?Ơ?s\ãĂ?aĂ\?Ơ 24 )3k( 6 S n 22 ?Z Q ?] )1( 2 H cM?júô?ậ?ấẫÊ?\?\?!?\?ậM g O Y?Glẩ??Ư?ấẫÊ?\?\?!?ÔẩÊ?ậH g P Y?Glẩ??Ư?ấẫÊ?\?\?!?\?ậH r/?-Ê ầã?Ưãố Q K?Â?GoL\ãĂ?Ư*\ Q K?ÂH?ậú?Ôúô?ậM \M?júô?ậ?o\Ô u\Gt H?Ơ b ji 2 i X.a r/?-Ê 2 i e \?Ư 2 i vib ji 2 i e.X.ae iji 2 i VXln.balneln Ơ O ?J P M?w ?J?u ???????????GoH g O Y?Glẩ??Ư?ấẫÊ?\?\?!?ÔẩÊ?ậH ?Glẩ??o?ÔẩÊ?Ư?6?Êý\H g P Y?Glẩ??Ư?ấẫÊ?\?\?!?\?ậH ?Glẩ??o?Ư?6?Êý\H M?júô?ậ?fĂĂ Ă ?Ơ O ?J P M w ?J?u i ji 10i V X 1 .e iji10i VX.e i ji 10i V X 1 .e júô?ậ?vĂ i 2 i25 2 i14i2i13i22i110 2 i VXXXXXXe GvH nkr?GvH 2 w R v?Ơ?ằ Q ?Ơ?M 2 w R ?Z Q ?] )1k( 2 w H j?ừ?ấ'Ê lg V júô?ậ?ô-Ư?c 2 i e Ơ O ?J P M 2 i Y ??J?u GcH nkrGcH 2 D R K 1 K?rĂG 1 H L?sầã?Ưãố Q v?Ơ?ằ Q ?Ơ?M 2 D R Z Q ?] )1( 2 H L?sầã?Ưãố?e v?Ơ?ằ )2n,1(ff; (Se f 2 )1 1 bếƯ?Ư0\Y L?ễ?ừ 2 i M?b\?ôẩ??Ê!Ư?Ư 2 i M L?bấ\?ừ 2 i Y J?u\Gt H?Ơ 2 i ?Ơ ji 2 X. M?b\?ôẩ??Ê!Ư?Ư ji X J?nkr?Gl?Ê!ƯH i Y M?b?ôẩ??Ê!Ư?Ư i Y M J?kÊ\?\?ôẩ??Ê!ƯM \?Ư"Ê?ãừ r/?-Ê?ềô??ã?-Y x?Ơ O ??J P w P ?J?MMM ÔLP w ÔLPK ?J?t mÊ?Ê#??ệ?ậ\?Ư"Ê?ãừ?Ê0\?w P K?w Q K?w R ???ôẩ???ãY wP?Ơ O ?J P w Q ?J R w R ?J?t ?GIH g O Y?Glẩ??Ê!Ư?ÔẩÊ?Ư?ử?ấ'Ê?ậ\?Ư"Ê?ãừH ?Glẩ???ã?-?ÔẩÊ Ư?6?Êý\H ?G 2 * R Ơ?OH g P Y?Glẩ??Ê!Ư?Ư?ử?ấ'Ê?ậ\?Ư"Ê?ãừH ?Glẩ???ã?-?Ư?6?Êý\H G 2 * R ?OH lũ?ếƯ?Y v ?Ơ?ằ )kn,1k( * 2 * * 2 * ** ff; )kn( )R1( )1k( R f bấẫÊ?hhM?gềô??ã?" )kn( e )kn( RSS 2 i 2 júô?ậ?\?\ô?!Y L?j?ã?ởề?Êế?Ư(Ê?Ê?ô"?ậẫ???ã?Ưỗã?ÔẩÊ?ậM g O Y?G P ?J Q ?Ơ?OH ờã?J? P ?ề Q ?ế?ờãM g P Y?G P ?J Q ?OH lũ?ếƯ??ềY v ?Ơ?ằ kn 21 21 tt; ) (Se 0 t )212 2 1 2 21 , (Cov2) (Se) (Se) (Se j?ừ?ấ'Ê lg W L?j?Êế?ềÊ?\?ậ?ề?Êế?ềÊ?\?\?ừ?Ư(Ê?Ê?ô"?ấ'Ê?Ưỗã?ấ?\ã? Êế?ềÊ?\?ậ?ếƯ?ậ"Ê?ậừ?ã?Ưỗã?ôệ?ẫ?Êế?ềÊ?\?\?ừM g O Y?G Q ?J R ?Ơ?OH ờã?J? Q ?ề R ?ế?ờãM g P Y?G Q ?J R ?OH L?j?ã?ở ề?Êế?Ư(Ê?Ê?P?ậẫ???ã?Ưỗã?ộ?Ê?/\?ậẫ?M g O Y?G P ?J Q ?Ơ?OKTH ờã?J? Q ?ề R ?ế?ờãM g P Y?G P ?J Q ?OKTH ế?Êế?ôẩ? L?sĂ?ầã?Ưỗã?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?Gq Q ?Ơ?OH ?G P ?Ơ Q Ơ?MMM?Ơ ÔLP ?Ơ?OH g P Y?Gq Q ?OH ?G?ệ?ỵ?ờ?P ?OH lũ?ếƯ??ềY v ?Ơ?ằ )kn,1k( 2 2 ff; )kn( )R1( )1k( R f júô?ậ?2?ã?ủ?Ư*\?ềô??ãY g O Y?Glẩ??ỵ?ừ?ậ,ÊH g P Y?Glẩ??ũã?ừ?ậ,ÊH \M?lũ?ếƯ??ềY v ?Ơ?ằ )kn,m( 2 1 2 2 2 1 ff; )kn( )R1( m )RR( f v ?Ơ?ằ )kn,m( 2 nb 2 ib 2 nb ff; )kn( )R1( m )RR( f M?lũ?ếƯ??ềY v ?Ơ?ằ )kn,m( 1 12 ff; )kn( RSS m )RSSRSS( f v ?Ơ?ằ )kn,m( nb nbib ff; )kn( RSS m )RSSRSS( f c2?ếY \M?&Ư?ấ'Ê?ậúô 0 Y Ơ 0 ?J 1 0 1 X ?J 1 0 2 X ?J?MMM?J 1k 0 1k X M?&Ư?ấ'Ê?ÔểÊ 0 Y L kn 2 t M )Y (Se 0 [?dGxN 0 1 X K 0 2 X KMMMK 0 1k X H?[ 0 Y J kn 2 t M )Y (Se 0 rĂG 0 Y H?Ơ )X/Y (Var 0 0 j?ừ?ấ'Ê lg X )X/Y (Var 0 0 ?Ơ 0120 X.)X'.X( .X Ơ 00 X). (Cov.X kn RSS 2 )kn( )1n).(R1(1 R 2 2 aề?ở?Ô?ừ?ấ'Ê aề?P bã?PM? j?Êầ?Ư1ã?ừ?Ôửô?r?-? ã"Ư? ã?ở? l? ? ề? #?Ê\?s? ệ? ô"?ã!Ư?Ê\ Êấ#?\?ậễ?ẩÊ?Ôầ?PW?ô?GPXSULPXURH b?Ôừ?ãể??ã?GhHM n\?Ă\?ã\Ă?Ăô\ cĂĂĂ?\\Ă??r PW?Ă\?ãĂ?Â?Ăô\?Âô?SU??UR IIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIII qĂÊĂ bĂÂÂƯĂ r\\?Ă sLq\ zo| h L?QMQUVP MQVRVW LWMQWOV zMOOO| l MROSTX MOSOWOV VMSUSQ zMOOO| s LMPWSVU MORXXUP LSMUQRU zMOOO| IIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIII eL\Ư eGQKPTH?QPTMVVUR?zMOOO| cvL\Ư PMUTPO IIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIII `M?rĂ\?bĂ\ bLGPH?Ơ?MQVQRU?zMUOQ| eGPKPSH?Ơ?MQPTOX?zMUTO| aM?eãƯ?eô bLGPH Ơ?MXUUPU eGPKPSH?Ơ?MVXSOW bM?mô\ bLGQH?Ơ?PMPSUU?zMTUS| m?\Ư\Ă cM?gĂĂĂ\Ư bLGPH?Ơ?QMRRXP?zMPQU| eGPKPUH?Ơ?QMRWXW?zMPSQ| PM?uừ?ềô??ã?Ê?ú?ề??ã?ôộãM QM?fể?ỵƯ?ƯếƯ?ỵ?Êế??!Ê?Ôầ?bL?Ê?ô-Ư?c?Ư*\?ểÊ?c\ÊƯ?ĂM?jừ?ãở Ê?.?Ôừ?ãể?ềM RM?b?Êấ#?Ư?Ê?Ưự?ã?ở?ề?ã?ừ?#?Ê\??ÔẩÊ?ậ*?Êể?ỵƯ?Ư?ừ?ÔửôK? ở?ôẩ??ầ?ừã?ừM?gễ?Ôúô?\?6?Ôừ?ềM SM?sĂ?Ôừ?ãể?ầ?ừã?Ê?ô??Êấ#?\ Ư?Ê?ã?ở?Ư\?ẫ?2?ậ?POO?ậẫ? ?ô1Ư?Ê?ừ?Ôửô?!?ậ\??Ê?ề?\?ầãM TM?mừã?ô?JP?ã?ở?Ê?P?ậẫ???&?ô???ô1Ư?\?ậ?ừ?Ôửô?GãÊ?H? Ê?ề?\?ầãM UM?b?Êấ#?Ư?Ê?Ưỵ?ã?ở?l?Ư+Ê?-?ã"Ư?#?Ê\?s?ề?ừ?ề?\??ãY J?l ?Ơ?\?J?s?J? ?ở?ậấ'Ư?q Q ?Ơ?MOXUQR???G\H J??l ?Ơ?\?J?s?J? ?ở?ậấ'Ư?q Q ?Ơ?MSQPR???GH s.?ô ?Ôừ?ãể??ã?ề?Ư?ú?Ôừ?ãở?ôẩ??GPH?Ư?ậ\?Ư"Ê?ãừ?\?ÔẩÊ^ bã?QM?u&?ƯếƯ?ầ?h?ề?ậỗã?ấ?ấ?K?x?ã?ở?ã!Ư?K?q?ễ?ãờ?ãÊ??ũ?Ê/?Ô ệ?R?ếÊ?Ư*\?ô"?ã!Ư?Ê\M?mÊấ#?\?Ư?Ôừ?ãể?ấ&Ư?ấ'Ê?nkr?Ư*\?ôẩ??\ãY h?Ơ L?PMXQSX?J?OMXWRRXx L?OMPQVOWq rĂ???????PMRXVV???????MOQXXP???????????MOUOUW qLã\Ă?Ơ?MXXQVSZ?RQ?Ă\?ãĂ?Â?Ăô\?Âô?PXTX??PXXO u&?ô?Êể?ừ?Ư*\?nkr?ậấ'Ư?\?ôễY PM?jừ?ãể?ấ&Ư?ấ'Ê?ôẩ??ề?Ư?Ườ?ở?ậấ'Ư?\?ÔẩÊ^?GƯể?ũ?ôồ?!Ê?Ôầ?ề?6 Êý\?Ô?ừHM QM?gễ?ấ&Ư?ấ'Ê?ô1Ư?Ê?ậỗã?ấ?ấ??!?ậ\?Ô?ễ?ãờ?ũ?Ê/?Ô?ệ?R?ếÊ?Êểô?PDM RM?s#?Ô?ấ&Ư?PXTX?Êấ#?\?ờ?Ô?Ê?ã?ở?PD??ậỗã?ấ?ấ?? Ê?PDK?ể ƯÊ?#?Ô?PXTX L?PXXO?ã\?ử?ề?ậễ?ÔếƯ?ấ&ƯM b ?Ơ?TD?Ư?ô?Ôúô?ậ?ề?ấ&Ư?ấ'ÊM j?ừ?ấ'Ê lg PO bã?PM PM?gềô??ã?Ê?úY?dGxNlK?sH?Ơ?x ?Ơ O ?J P l ?J Q s ?J?t gềô??ã?ôộãY i Y Ơ 0 J 1 l ?J 2 s GPH QM?fế??bL?Ê?ô-Ư?c?Ư*\?ểÊ?c\ÊƯ?GÔúô?ậ?ô-Ư?cH fế??ề?ậấ'Ư?2Ư?ử?ậú?Ôúô?ậ?Êể?ừ gO?Ơ?Glẩ??Ê!Ư?Ư??ÔẩÊ?ậH gP?Ơ?Glẩ??Ê!Ư?Ư??\?ậH lũ?ếƯ? v?Ơ?ằ Q ?Ơ?M Q c q K Q ?] HPG Q ? GIH fế??bL?ậấ'Ư?ỵ?.?ƯẩÊ?1Ư?GIHM Q Ơ?QKRRXP HPG Q Ơ HPG Q OTKO Ơ?RKWSP Q [ HPG Q ?vM?bấ\?Ư?Ưẫ?$?ếƯ??g O M jừ?ãởY?lẩ??Ê!Ư?Ư??ÔẩÊ?ậM bếƯ?QY?u?oL\ãĂ?Ơ?OKPQU?] ?Ơ?OKOTM bấ\?Ư?Ưẫ?$?ếƯ??g O M I?sĂ?ầã?Ưãố?e v?Ơ?ằÂ?Ơ 2 1 1 ) (Se K?Â?] HQKPG   ?Ơ?QKRWXW HQKPG  Ơ?SKSX  ?[ HQKPG  ?vM bấ\?Ư?Ưẫ?$?ếƯ??g O M J?oL\ãĂ?Ơ?OKPSQ?] ?Ơ?OKOTM?bấ\?Ư?Ưẫ?$?ếƯ??g O M jừ?ãởY?lẩ??Ư??ÔẩÊ?ậM RM?júô?ậ?ô-Ư?a sĂ?ầã?Ưỗã?Ư*\?ề?ế?\?ể?Ôúô?ậ?Ưồ?Êể?ừY g O Y?GệÊ?ôẩ??ậ,ÊH g P Y?GệÊ?ôẩ??\H lũ?ếƯ??ềY v?Ơ?ằ Q ?Ơ?M Q a q K Q ?] HPôG Q ? GIH?GôƠQH Q Ơ?OKXUUPU HPG Q Ơ HPG Q OTKO Ơ?RKWSP Q [ HPG Q ?vM?bấ\?Ư?Ưẫ?$?ếƯ??g O M ồƯ v?Ơ?ằÂ?Ơ HPÔNGHqPG PNHqqG Q a Q P Q a K?Â?] HPÔKPG   ?Ơ?OKVXSOW HPÔKPG  Ơ PSKPG OTKO  Ơ?SKU  ?[ HPÔKPG  ?vM?bấ\?Ư?Ưẫ?$?ếƯ??g O M jừ?ãởM?lẩ??Ư?ệÊ?ậ,ÊM SM?sĂ?ầã?Ưỗã?ề?ế?\?ể?ô?ÔểÊ??Ưở?!?ậ\?&?ậ"??Ưở?GPLH?Ư?\ô?! Q M jểÊ??Ưở?ậ?ềY ?[ j ?J Ô MrĂG j H Ô Ơ PT OTKO Ơ?PKVTR ?[?OKROSTX?J?PKVTR??OKOSOWOV?Ơ?OKRVUPQT

Ngày đăng: 09/11/2013, 00:12

Từ khóa liên quan

Tài liệu cùng người dùng

Tài liệu liên quan