Sumários
Lecture 3
26 Setembro 2022, 18:00 • Paulo Parente
Exercise Sheet 1, Exercise 1(b) to (g)
Binary Choice Models
-Linear Probability Model
-Index Models for Binary Response
Lecture 2
19 Setembro 2022, 18:00 • Paulo Parente
Maximum Likelihood Estimation
∙ Proof of the asymptotic normality
∙ Estimators of the information matrix
∙ Regressors
∙ Robust covariance matrix estimation;
∙ Hypothesis testing.
Lecture 1
12 Setembro 2022, 18:00 • Paulo Parente
Maximum Likelihood Estimation
∙ Likelihood function and the ML principle;
∙ Properties of ML estimators;