Maximum Likelihood Estimation: Econometrics

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Likelihood Ratio Test: Detection & Estimation

Covers the likelihood ratio test for detection and estimation in statistical analysis.

Statistical Hypothesis Testing

Covers statistical hypothesis testing, likelihood estimation, and confidence intervals construction.

Logistic Regression: Model Interpretation and Comparison

Explores logistic regression model interpretation, parameter estimation, and model comparison using likelihood ratio tests.

Maximum Likelihood Estimation

Covers maximum likelihood estimation to estimate parameters by maximizing prediction accuracy, demonstrating through a simple example and discussing validity through hypothesis testing.

Maximum Likelihood Estimation

Explores Maximum Likelihood Estimation, covering assumptions, properties, distribution, shrinkage estimation, and loss functions.

Maximum Likelihood Estimation: Theory

Covers the theory behind Maximum Likelihood Estimation, discussing properties and applications in binary choice and ordered multiresponse models.

Hypothesis Testing: Wilks' Theorem

Explores hypothesis testing using Wilks' Theorem, likelihood ratio statistics, p-values, interval estimation, and confidence regions.

Bias, Variance, Consistency, EMV

Covers bias, variance, mean squared error, consistency, and maximum likelihood estimation in the Poisson model.

Estimation Methods in Probability and Statistics

Discusses estimation methods in probability and statistics, focusing on maximum likelihood estimation and confidence intervals.

Estimation Methods

Covers various methods for estimating model parameters, such as method of moments and maximum likelihood estimation.