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http://books.google.com/books?hl=sv&lr=&id=ctwHGxqXegC&oi=fnd&pg=PA149&dq=trade+affinity&ots=gxeFEHp9gC&sig=7pR TBjuKMHqiC6Pdw6__nQVPbgg#PPA156,M1 Pindyck, R. S., & Rubinfeld, D. L. (1998). Econometric Models and Economic Forecasts 4th ed. Boston: Irwin McGraw-Hill. Ruud, P. A., (2000). An introduction to Classical Econometric Theory. Oxford: Oxford University Press. 21 SSRN. (2008). Social Science Research Network. Retrieved March 6th, 2008 from http://www.ssrn.com/update/ern/tran_econs.html UN Comtrade

constante pr`es, une somme de variables al´eatoires wt ut . Mais ces variables ne sont pas identiquement distribu´ees puisque wt = ws pour t = s. Le th´eor`eme suivant, dont on trouvera l’´enonc´e dans Judge et al., The Theory and Practice of Econometrics, 1985, p. 156, remplace l’hypoth`ese de distributions identiques par une condition sur les troisi`emes moments des variables. Nous nous bornerons par la suite `a faire l’hypoth`ese que cette condition est v´erifi´ee, chaque fois que nous aurons