Revision

24 Fevereiro 2012, 08:00 • NICOLETTA ROSATI

Maximum Likelihood Estimation: regularity conditions. Equivariance of MLE. Properties of estimators: bias, efficiency, Cramér-Rao lower bound. Fisher information. Examples. Properties of estimators: consistency. Sufficient conditions.

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Introduction

17 Fevereiro 2012, 08:00 • NICOLETTA ROSATI

Survey of students' background. Programme, bibliography, software.

Data generating process, random sample. Likelihood function. Point and interval estimation. Maximum likelihood estimation (MLE).

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