Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.
Covers ANOVA method, focusing on partitioning total sum of squares into treatment and error components, mean square calculations, Fisher statistic, and F-distribution.