Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.
Explores the application of Maximum Likelihood Estimation in binary choice models, covering probit and logit models, latent variable representation, and specification tests.
Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
