- In this homework you will implement the maximum likelihood estimator for the probit model.
- Clearly there are many packaged solutions for this problem out there, which are very robust and efficient. Nevertheless it is a good exercise to try maximum likelihood out, precisely because we can compare the results to packaged solutions.
- any non-standard maximum likelihood problem you might encounter will be very similar to the steps involved here, so there is something to learn.
- Please follow the questions in the accompanying IJulia notebook.
Please observe that this repo is part of the Sciences Po CompEcon Organisation and therefore subject to the license detailed at the bottom of The Syllabus repo.