Sumários
Lecture 3
21 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE
Exercise Sheet 1: Exercise 1 (f)
Chapter 2: Binary Choice Models
Outline
1. The linear probability model
2. Index models
3. Motivating the index model
4. Marginal effects
5. Specification tests
Outline
1. The linear probability model
2. Index models
3. Motivating the index model
4. Marginal effects
5. Specification tests
Lecture 2
14 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE
Chapter 1- Maximum Likelihood Estimation
- Estimators of the information matrix
- Regressors
- Interpretation and inference in misspecified models
- Hypothesis testing
Exercise Sheet 1- Exercises 1 (a) to (e)
Lecture 1
7 Setembro 2026, 18:00 • PAULO MIGUEL DIAS COSTA PARENTE
Topic 1 - Maximum Likelihood Estimation
- The likelihood function and the ML principle
- Properties of ML estimators