Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Covers extremal limit theorems, basic statistical analysis, and applications to multivariate extremes, emphasizing the importance of understanding the distribution of maxima.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Covers topic models, focusing on Latent Dirichlet Allocation, clustering, GMMs, Dirichlet distribution, LDA learning, and applications in digital humanities.
Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
