Sumários

Lecture 3

15 Setembro 2025, 18:00 • Paulo Parente

Exercise Sheet 1 - Exercise 1

Topic 2 -Binary Choice Models
  • Linear Probability Model
  • Index Models for Binary Response
  • Latent variable threshold (LVT) model
  • Random utility models
  • Marginal Effects and Average Partial Effects

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.