About this document
Asymptotic Econometrics Notes by Petre Caraiani is a document available to read on EtoBox.
These notes summarize an econometrics course focused on limit theory and asymptotic properties of extremum estimators, taught by Joel Horowitz at Northwestern University in winter 2016. The document includes detailed topics such as probability theory, modes of convergence, laws of large numbers, central limit theorems, and asymptotic properties of estimators. It also discusses challenges in nonparametric estimation and the implications of dimensionality on estimator accuracy.
- Author
- Petre Caraiani
- Language
- EN