Sumários
Lecture 3
27 Setembro 2021, 18:00 • Paulo Parente
Exercise Sheet 1: Exercise 1 (f), (g)
Discrete Choice Models
- Binary Choice Models
- Linear Probability Model
- Index Models for Binary Response
- Latent variable threshold (LVT) model
Lecture 2
20 Setembro 2021, 18:00 • Paulo Parente
Maximum Likelihood Estimation
∙ Estimators of the information matrix
∙ Regressors
∙ Robust covariance matrix estimation;
∙ Hypothesis testing.
Exercise Sheet 1, Exercises 1-a,b,c,d,e.
Lecture 1
13 Setembro 2021, 18:00 • Paulo Parente
General information on the module.
Maximum Likelihood Estimation
- Likelihood function and the ML principle;
- Properties of ML estimators;
- Proof of the asymptotic normality