Explores the application of Maximum Likelihood Estimation in binary choice models, covering probit and logit models, latent variable representation, and specification tests.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Explores convex optimization, convex functions, and their properties, including strict convexity and strong convexity, as well as different types of convex functions like linear affine functions and norms.
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.