Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Explores maximum likelihood inference, comparing models based on likelihood ratios and demonstrating with a coin example.
Covers various methods for estimating model parameters, such as method of moments and maximum likelihood estimation.
Covers t-tests, p-values calculation, and comparison of coefficients.
Covers the Recursive Least Squares method for parameter estimation based on observation equations and design matrices.
