Supplement to “ Functional Differencing ” : Supplementary Appendix
نویسنده
چکیده
Example 1B. Here we extend the analysis of Example 1B to censored regression models with random coefficients. Let us assume for simplicity that B (x, θ) has full-column rank q, for all θ, almost surely in x. Let V be a T × q matrix such that Q = V V ′ and V ′V = Iq. Let also U be a T × (T − q) matrix such that W = UU ′, and U ′U = IT−q. Lastly, let (μ, ν) = ( V ′Σ− 1 2 y, U ′Σ− 1 2 y ) . Then, let us consider a region in RT of the form: { y ∈ R , (μ, ν) ∈ R1 ×R2 } ⊂ { y ∈ R , y1 > c1, ..., yT > cT } ,
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