Transcription of Chapter 2: Maximum Likelihood Estimation - univ …
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Chapter 2: Maximum Likelihood Estimation - univ …
Chapter 2: Maximum Likelihood EstimationAdvanced Econometrics - HEC LausanneChristophe HurlinUniversity of Orl ansDecember 9, 2013 Christophe Hurlin (University of Orl ans)Advanced Econometrics - HEC LausanneDecember 9, 20131 / 207 Section 1 IntroductionChristophe Hurlin (University of Orl ans)Advanced Econometrics - HEC LausanneDecember 9, 20132 / 2071. IntroductionThe Maximum Likelihood Estimation (MLE) is a method ofestimating the parameters of a model. This Estimation method is oneof the most widely method of Maximum Likelihood selects the set of values of themodel parameters that maximizes the Likelihood function. Intuitively,this maximizes the "agreement" of the selected model with theobserved Maximum - Likelihood Estimation gives an uni ed approach Hurlin (University of Orl ans)Advanced Econometrics - HEC LausanneDecember 9, 20133 / 2072.
1. Introduction The Maximum Likelihood Estimation (MLE) is a method of estimating the parameters of a model. This estimation method is one of the most widely used.
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