Econometrics

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somme de e a e variables al´atoires wt ut . Mais ces variables ne sont pas identiquement distribu´es puisque e e wt 6= ws pour t 6= s. Le th´or`me suivant, dont on trouvera l’´nonc´ dans Judge et al., The Theory and e e e e Practice of Econometrics, 1985, p. 156, remplace l’hypoth`se de distributions identiques e par une condition sur les troisi`mes moments des variables. Nous nous bornerons par la e suite ` faire l’hypoth`se que cette condition est v´rifi´e, chaque fois que nous aurons

Stéphanie Monjon, université Paris I Panthéon-Sorbonne Le présent texte est la traduction de Solutions Manual to Econometric Analysis, 5th edition, de William Greene, publié par Prentice Hall, Upper Saddle River, New Jersey, États-Unis. Copyright © 2003 Pearson Education Inc. Authorized translation from the English language edition, entitled Solutions Manual to Econometric Analysis, 5th edition published by Pearson Education Inc., publishing as Prentice Hall PTR, Copyright © 2003 by Pearson

divestitures in the sample—not reported in the table—is approximately 7 and 5, respectively. Note also that about 30% of the companies are inactive during the entire sample period. 3(b) The impact of restructuring on firm-level R&D We begin our econometric analysis by estimating (2). In Table 4 we report fixed effects regressions for the pooled sample. In Table 5 we report the same regression by segment, and in Table 6 by region. There are some noteworthy results which emerge from this analysis. Restructuring

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