Generalized Method of Moments (GMM)

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Page 3 of 4

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

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Linear Regression: Estimation and Testing

Explores linear regression estimation, hypothesis testing, and practical applications in statistics.

Panel data: serial correlation

Explores the panel effect model with fixed and random effects, discussing estimation challenges and the impact of serial correlation.

Parameter Estimation

Introduces statistical inference concepts, focusing on parameter estimation, unbiased estimators, and mean estimation using independent random variables.

Estimation and Confidence Intervals

Explores bias, variance, and confidence intervals in parameter estimation using examples and distributions.

Estimators and Bias

Explores estimators, bias, and efficiency in statistics, emphasizing the trade-off between bias and variability.

Linear Regression: Statistical Inference and Regularization

Covers the probabilistic model for linear regression and the importance of regularization techniques.

Maximum Likelihood Estimation: Econometrics

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

Autocorrelation and Instrumental Variables

Explores autocorrelation, instrumental variables, and challenges in regression analysis.