'Certain regularity conditions' diaporamas de présentation

Chapter 15

Chapter 15. Chapter 15 Maximum Likelihood Estimation, Likelihood Ratio Test, Bayes Estimation, and Decision Theory. Bei Ye, Yajing Zhao, Lin Qian, Lin Sun, Ralph Hurtado, Gao Chen, Yuanchi Xue, Tim Knapik, Yunan Min, Rui Li. Section 15.1. Maximum Likelihood Estimation.

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Asset Return Predictability II

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Asymptotics

Asymptotics. What do you need to know?. Need to understand concept of a plim Need to be able to do things like prove consistency (or inconsistency of an estimator). What else do you need to know?. Understand the idea of convergence in distribution

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