Sumários
Model specification and estimation strategies
22 Setembro 2025, 19:00 • Szabolcs Sebestyén
MCMC: Methods and Theory
- Clifford-Hammersley Theorem
Model specification and estimation strategies
22 Setembro 2025, 17:30 • Szabolcs Sebestyén
Markov Chain Monte Carlo Estimation of DAPMs
- Bayesian Inference
Model specification and estimation strategies
15 Setembro 2025, 19:00 • Szabolcs Sebestyén
Limited Information: GMM Estimators
- Quasi-Maximum Likelihood Estimation
- Application: Interest Rate Models
- GMM Estimation of Stochastic Discount Factors
Large-Sample Properties of Extremum Estimators
Model specification and estimation strategies
15 Setembro 2025, 17:30 • Szabolcs Sebestyén
Full Information about Distributions: Maximum Likelihood
No Information about Distributions: Projections
Limited Information: GMM Estimators
- Unconditional Moment Restrictions
- Conditional Moment Restrictions
- Linear Projection as a GMM Estimator