Econometrics II, Spring 2014
Due date
Jan 17
Jan 24
Jan 31
Feb 7
Feb 21
Feb 28
March 15
March 21
April 7
Tutorials
Presentation*
Tutorial 8
No more homework 4
Notes:
- Consistency of Extremum Estimators
- Only the proof of consistency of extremum estimators
- Huber (1967)
* The presentation is more for your fellow students. Your goal is to make your classmates understand the contribution of the paper and the sketch for the proof of the theorem you were assigned.
For the presentation, you are expected to:
(1) present the class of models the paper falls into (this may require some research on your part; in the uploaded presentation this is more or less slide 2)
(2) motivate the paper (you can find this in the introduction of the paper itself; in the uploaded presentation this is slide 3. In the presentation, I continue with an example on slides 4 - 6 but you don't have to do this, however, you should know it if an example like this is mentioned in the paper)
(3) present informally the proof to the theorem you were assigned (this is slide 12 in the uploaded presentation. On that slide, you have the sketch of the proof of the derivation of the survival function. This is ok for the presentation.
For the report, you should have everything written out, as I did on slides 25-29.)
** The report is for me. Your goal is to show every step of the proof, and to explain every equality sign in your proof. Slides 25-29 are examples of what I expect in the report.
Examples of a possible report: Amemiya (1973, 1982) Amemiya is very detailed in his derivations, which is basically how your report is expected to be.
References: