Sumários

Lecture 2

16 Setembro 2024, 18:00 • Paulo Parente

Maximum Likelihood Estimation
  • Properties of ML estimators;
  • Proof of the asymptotic normality
  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models

Lecture 1

9 Setembro 2024, 18:00 • Paulo Parente

General information on the module

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