metrics defs and proofs

Question 1

Kernel assumptions (4) and results (3) and (2)

Question 2

CLT (2) assumptions (1) results

Question 3

MSE

Question 4

Wald statistic formula

Question 5

t statistic formula

Question 6

confidence interval formula

Question 7

consistency (4) assumptions

Question 8

ULLN (3) assumptions (2) results

Question 9

general AN (4) assumptions

Question 10

consistency of GMM (5) assumptions and define Qn and Q*

Question 11

AN of GMM (4) assumptions and what is G

Question 12

optimal W in GMM

Question 13

GMM algorithm

Question 14

Algo For AN

Question 15

weak LLN assumptions and result

Question 16

consistency of MLE (4) assumptions

Question 17

AN of MLE (4) assumptions and define J

Question 18

Define likelihood ratio MLE

Question 19

define delta method

Question 20

how to estimate marginal effect in dependent variable

Question 21

what should you remember to do when doing censored var mle

Question 22

define treatment effect and list 5 assumptions to calculate it

Question 23

Define score statistic MLE

Answer 23

nS(squiggly theta)’ J(squiggly theta)^{-1}S(squiggly theta)

Question 24

Define wald statistic mle: also define r

Answer 24

nr(theta hat)’[R(theta hat)’J(theta hat)^{-1}R(theta hat)]^{-1}r(theta hat)

R(theta)’ is the derivative of r wrt theta’

Question 25

Give the short algo for solving bootstrap questions