Introduces Bayesian estimation, covering classical versus Bayesian inference, conjugate priors, MCMC methods, and practical examples like temperature estimation and choice modeling.
Explores the application of Maximum Likelihood Estimation in binary choice models, covering probit and logit models, latent variable representation, and specification tests.
Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.
Covers maximum likelihood estimation to estimate parameters by maximizing prediction accuracy, demonstrating through a simple example and discussing validity through hypothesis testing.