Youtube channel T: 07846764758

Asymptotic behaviour of estimators course

This page holds information relevant to the lecture series which I am offering on youtube, 'The asymptotic behaviour of estimators'. This course is aimed at providing some understanding for the behaviour of estimators as the sample size tends towards the same size as the population. The topics which will be covered are:

  • The Weak (& strong) law of large numbers
  • The Central Limit Theorem
  • Characteristic and moment generating functions for random variables
  • Convergence in probability, distribution and almost sure convergence
  • The slutsky theorem, continuous mapping theorem
  • The Cramer-Wold device for proving convergence of a vector of random variables
  • OLS asymptotic behaviour
  • IV asymptotic behaviour
  • Maximum Likelihood asymptotics
  • GMM asymptotic behaviour

If you are unsure whether to take this course then I encourage you to take a look at the course introduction video below. In time I intend to add problem sets to this course which will allow individuals to practice the concepts covered in this lecture series.