Sumários

Lecture 4

16 Setembro 2024, 20:00 • Paulo Parente

Nonparametric and Semiparametric estimators
1 Introduction
2 Nonparametric estimation;
3 Semiparametric estimators;

Exercise Sheet 8: Exercise 1

Lecture 3

16 Setembro 2024, 18:00 • Paulo Parente

Maximum Likelihood Estimation
  • Properties of ML estimators;
  • Proof of the asymptotic normality
  • Estimators of the information matrix
  • Regressors
  • Interpretation and inference in misspecified models

Lecture 2

9 Setembro 2024, 20:00 • Paulo Parente

General information on the module

Nonparametric and Semiparametric estimators
1 Introduction
2 Nonparametric estimation;

Lecture 1

9 Setembro 2024, 18:00 • Paulo Parente

General information on the module

Maximum Likelihood Estimation
  • Likelihood function and the ML principle;
  • Properties of ML estimators;