.

24 Outubro 2022, 19:00 • Rita Sousa

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MCMC estimation of DAPMs

• Metropolis-Hastings

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24 Outubro 2022, 17:30 • Rita Sousa

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MCMC estimation of DAPMs

• Clifford-Hammersley theorem
• Gibbs sampling

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17 Outubro 2022, 19:00 • Rita Sousa

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MCMC estimation of DAPMs

• Bayesian inference

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17 Outubro 2022, 17:30 • Rita Sousa

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Limited information: GMM estimators

Large-sample properties of extremum estimators

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10 Outubro 2022, 19:00 • Rita Sousa

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Full information about distributions: ML

No information about distributions: Projections