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Posted by:
Luke
Maximum Likehood Estimation
Posted at 09:49 PM on
December 10, 2003
Give X1, X2... XN independent random variables, find the value of y that maximizes the joint density. Then find the information matrix by taking the double log likelihood derivative. Then invert it and take its expectation for the asymototic variance. Honors econometrics offically over tomorrow 12:30 PM. Die Die Die

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