14.382 Econometrics I, Spring 2005

Author(s)
Hausman, Jerry; Chernozhukov, Victor
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Alternative title
Econometrics I
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Abstract
This course focuses on the specification and estimation of the linear regression model. The course departs from the standard Gauss-Markov assumptions to include heteroskedasticity, serial correlation, and errors in variables. Advanced topics include generalized least squares, instrumental variables, nonlinear regression, and limited dependent variable models. Economic applications are discussed throughout the course.
Date issued
2005-06
URI
http://hdl.handle.net/1721.1/113006
Other identifiers
14.382-Spring2005
Other identifiers
14.382
IMSCP-MD5-02798f1363bfe16916ed8a595ed44c41
Keywords
Economics, econometrics, linear regression model, Gauss-Markov, heteroskedasticity, serial correlation, errors, variables, generalized least squares, instrumental variables, nonlinear regression, limited dependent variable models
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