Econometrics I

Construction: Joint probability density function of the observed sample of data. Regularity conditions: What they mean. What they are. Defining the maximum likelihood estimator: The log-likelihood function: log-L((|data) The likelihood equation(s): “First order conditions” for maximization. A moment condition - its counterpart is the fundamental result E[(log-L/((] = 0. How do we use this ... ................
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