Lecture 2

21 Setembro 2020, 18:00 • Paulo Parente

    Maximum Likelihood Estimation

  ∙  Proof of the asymptotic normality
  ∙  Estimators of the information matrix
  ∙  Regressors
  ∙  Robust covariance matrix estimation;
  ∙  Hypothesis testing.

 

Exercise sheet 1: 1a),b),c)

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Lecture 1

14 Setembro 2020, 18:00 • Paulo Parente

General Information on the module

 Maximum Likelihood Estimation

  ∙  Likelihood function and the ML principle;
  ∙  Properties of ML estimators;

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