Lecture 3

3 Outubro 2019, 18:00 • Paulo Parente

Binary Choice Models

• ·        Simple specification tests
• ·        Goodness of Fit

Multinomial choice models

• ·        Multinomial Logit
• ·        Probabilistic Choice Models

 

Exercise Sheet 2: Exercise 2a),b)

---

Lecture 2

26 Setembro 2019, 18:00 • Paulo Parente

Exercise Sheet 1 - Exercise 1

Discrete Choice Models

  ∙  Binary Choice Models
      -  Linear Probability Model
      -  Index Models for Binary Response
      -  Latent variable threshold (LVT) model
      -  Random utility models

---

Lecture 1

19 Setembro 2019, 18:00 • Paulo Parente

Maximum Likelihood Estimation

  ∙  Likelihood function and the ML principle;
  ∙  Properties of ML estimators;
  ∙  Proof of the asymptotic normality
  ∙  Estimators of the information matrix
  ∙  Regressors
  ∙  Robust covariance matrix estimation;
  ∙  Hypothesis testing.

---