Sumários

Lecture 3

25 Setembro 2023, 18:00 • Paulo Parente

Topic 2 - Discrete Choice Models

  • Binary Choice Models
    • Linear Probability Model
    • Index Models for Binary Response
    • Latent variable threshold (LVT) model
    • Random utility models
    • Marginal Effects and Average Partial Effects
    • Simple specification tests
    • Goodness of Fit

Lecture 2

18 Setembro 2023, 18:00 • Paulo Parente

Topic 1 - Maximum Likelihood Estimation
  • Proof of the asymptotic normality
  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models
  • Hypothesis testing.
Exercise Sheet 1: Exercises 1a,b,c,d,e

Lecture 1

11 Setembro 2023, 18:00 • Paulo Parente

0 - General Information on the module


1- Maximum Likelihood Estimation
-  Likelihood function and the ML principle;
-  Properties of ML estimators;