StructEst_W17

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Order of estimation on PS5

3

@rickecon - Maybe I'm missing something, but I'm not sure why parts A and B of Q 1 aren't switched. We need to specify alpha to get our z_t series,...

olivianatan

Issue recovering inverse Hessian from minimize()

4

The inverse Hessian is a nice estimator for the variance-covariance matrix of MLE parameter estimates (see [MLE notebook](https://github.com/rickecon/StructEst_W17/blob/master/Notebooks/MLE/MaxLikeEst.ipynb) discussion in Section 4). There are two problems with this. 1. Only...

rickecon

Coding generalized beta family PDF's in PS2

2

I want you to code up your own PDF functions for the gamma (GA) distribution, generalized gamma (GG) distribution, and generalized beta 2 (GB2) distribution for [Problem Set 2](https://github.com/rickecon/StructEst_W17/blob/master/ProblemSets/PS2/PS2.pdf). But...

rickecon