Sumários
Lecture 6
25 Setembro 2023, 20:00 • Paulo Parente
Topic 9 - The bootstrap
1 Basics on bootstrap
2 Bootstrap with asymptotic refinements
3 Bootstrap in the linear regression model
4 The number of Bootstraps
5 Final remarks
Lecture 5
25 Setembro 2023, 18:00 • Paulo Parente
Topic 2 - Discrete Choice Models
- 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
- Simple specification tests
- Goodness of Fit
Lecture 4
18 Setembro 2023, 20:00 • Paulo Parente
Topic 8 - Nonparametric and Semiparametric estimators
- Nonparametric estimation;
- Semiparametric estimators;
Exercise Sheet 8: Exercise 1,2.
Lecture 3
18 Setembro 2023, 18:00 • Paulo Parente
Topic 1 - Maximum Likelihood Estimation
- Proof of the asymptotic normality
- Estimators of the information matrix
- Regressors
- Interpretation and inference in misspecified models
- Hypothesis testing.
Exercise Sheet 1: Exercises 1a,b,c,d,e
Lecture 2
11 Setembro 2023, 20:00 • Paulo Parente
8 - Nonparametric and Semiparametric estimators
- Introduction
- Nonparametric estimation;