Choice Models: Piecewise Linear Specification

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Microeconomic Consumer Theory

Covers choice models, consumption bundles, budget constraints, and demand functions in microeconomic consumer theory.

Dependence Concepts and Copulas

Explores dependence concepts, copulas, correlation fallacies, and rank correlations in statistics.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Choice models with latent variables: Modeling latent concepts

Explores choice models with latent variables and their estimation process based on likelihood integration.

Dependence Measures: Rank Correlations

Covers rank correlations, tail dependence, and copula fitting methods.

Risk Aversion and Complete Markets

Explores risk aversion, complete markets, and optimal behavior in macro-finance models.

Discrete Choice Analysis

Introduces Discrete Choice Analysis, covering scale, depth, data collection, and statistical inference.

Stochastic Optimal Control: Martingale Theorem

Explores Stochastic Optimal Control, emphasizing Optimal Consumption and Investment, the Martingale Representation Theorem, and the Verification Theorem.

Pareto Efficiency: Social Planner's Problem

Explains Pareto efficiency, social planner's problem, and optimal consumption allocation in complete markets.

Copulas: Dependence Structures and Simulation

Covers copulas, dependence structures, simulation techniques, and properties of copula densities.