Sumários
Model specification and estimation strategies
30 Setembro 2024, 19:00 • Szabolcs Sebestyén
MCMC estimation of DAPMs
- Gibbs sampling
Model specification and estimation strategies
30 Setembro 2024, 17:30 • Szabolcs Sebestyén
MCMC estimation of DAPMs
- Bayesian inference
- Clifford-Hammersley theorem
Model specification and estimation strategies
23 Setembro 2024, 19:00 • Szabolcs Sebestyén
Limited information: GMM
Large-sample properties of extremum estimators
Model specification and estimation strategies
23 Setembro 2024, 17:30 • Szabolcs Sebestyén
Limited information: GMM
Model specification and estimation strategies
9 Setembro 2024, 19:00 • Szabolcs Sebestyén
Full information about distributions: Maximum likelihood
No information about distributions: Projections