Covers the estimation of extreme values using GEV distributions in the context of Old Age and Paris 2021 Talk.
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.
Explores the panel effect model with fixed and random effects, discussing estimation challenges and the impact of serial correlation.
