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Question 1

State the four assumptions for the General Asymptotic Normality Theorem to hold.

Answer 1

Question 2

State the four assumptions needed for the General Consistency Theorem to hold.

Answer 2

Question 3

CLT and its assumptions.

Answer 3

Question 4

WLLN and its assumptions.

Answer 4

Question 5

Continuous Mapping Theorem and its assumptions.

Answer 5

Question 6

Derive the delta method’s equation.

Question 7

What is the formula for the t-ratio.

Question 8

What is the formula for the Wald Statistic.

Answer 8

Question 9

What is the GLS estimator?

Answer 9

Question 10

What is the formula for the Wald Test Statistic with the delta method?

Answer 10

Question 11

Given an Objective Function Qn, what is its asymptotic distribution?

Answer 11

Question 12

What is the formula for the GMM IV estimator?

Answer 12

Question 13

Take the Delta Method. How would you build a Confidence Interval for your function of estimators? What is the formula for the standard error, as well as the formula for the test?

Answer 13

Question 14

Define a Bootstrap Wald Test.

Answer 14

Question 15

State the Uniform Law of Large Numbers and its assumptions.

Answer 15

Metrics Lecture 2 Slide 12

Question 16

Explain 2 ways to construct a confidence interval using Bootstrap and the object Tn. Quickly explain which one is better.

Answer 16

Slides 17 to 21 Bootstrap.