About the Book
MATLAB Workshop
Asymptotic Foundations
Convergence Rates and Asymptotic Notation
Sampling Distributions and Estimator Properties
Estimator Sampling Distribution
Estimator Statistical Property: Unbiasedness
Estimator Statistical Property: Consistency
Estimator Statistical Property: Asymptotic Normality
Linear Regression: Key Assumptions and Estimation Problems
Inference
The Student's t Distribution: Theory
The Student's t Distribution: Simulating the Distribution
Understanding Hypothesis Testing
A Visual Approach to Hypothesis Testing
Confidence Interval Estimation
Monte Carlo Integration
Monte Carlo Integration: Theory
Random Variate Generation
Inverse Transform Sampling: Theory
Inverse Transform Sampling: Empirical Application
Rejection Sampling: Gaussian-Oscillatory Function
Quasi-Random Sampling: MATLAB Function File
Importance Sampling: Tail Probability Estimation
Importance Sampling: Security Pricing Application
Markov Chain Monte Carlo
Discrete and Continuous Stochastic Processes — Work in progress
Foundational Theory — Work in progress
Metropolis–Hastings Algorithm — Work in progress
Gibbs Sampler — Work in progress
Bayesian Linear Regression — Work in progress
Bayesian Mixed Logit Model — Work in progress
Simulation-Based Estimation and Inference
Maximum Simulated Likelihood: Theory
Maximum Simulated Likelihood: Empirical Application
Method of Simulated Moments: Theory — Work in progress
Method of Simulated Moments: Empirical Application — Work in progress
Indirect Inference: Application
Bootstrap Methods
Bootstrap: Foundational Theory
Standard Bootstrap: Theory - Work in progress
Standard Bootstrap: Application
Pairs Bootstrap: Theory - Work in progress
Cluster Bootstrap: Theory - Work in progress
Cluster Bootstrap: Application
Wild Bootstrap: Theory - Work in progress
Supporting Functions for Exercises
Ordinary Least Squares (OLS) Estimation Routine
Heteroskedasticity-Robust OLS Estimation Routine
Stochastic Representation of the Student's t-Distribution
PDF of the Student's t-Distribution
Notation
Mathematical notation and symbols used in this work can be found in the Notation Summary
This project is licensed under its custom copyright and usage terms.