Sumários

Lecture 2

8 Setembro 2025, 20:00 • Paulo Parente

Nonparametric and Semiparametric estimators
1 Introduction
2 Nonparametric estimation;

Lecture 1

8 Setembro 2025, 18:00 • Paulo Parente

General information on the module.


Maximum Likelihood Estimation
  • Likelihood function and the ML principle;
  • Properties of ML estimators;
  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models
  • Hypothesis testing.