Untitled

Related lectures (29)

Introduces Maximum Likelihood Estimation in econometrics, covering principles, properties, applications, and specification tests.

Explores the impact of a binary covariate on binary responses using 2x2 tables.

Covers the likelihood ratio test for detection and estimation in statistical analysis.

Explores the Method of Moments, Bias-Variance tradeoff, Consistency, Plug-In Principle, and Likelihood Principle in point estimation.

Covers the concept of convex functions and their applications in optimization problems.

Covers logistic regression, likelihood function, Newton's method, and classification error estimation.

Explores the Cramér-Rao bound, hypothesis testing, and optimality in statistical theory.

Explores hypothesis testing using Wilks' Theorem, likelihood ratio statistics, p-values, interval estimation, and confidence regions.

Covers computation and estimation in stochastic simulation, focusing on generating iid replicas and optimal importance sampling.

Page 2 of 2