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14.382 Econometrics I, Spring 2005

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14.382 Econometrics I, Spring 2005

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Alternative Title: Econometrics I
Author: Hausman, Jerry; Chernozhukov, Victor
Date Issued: 2005-06
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.
URI: http://hdl.handle.net/1721.1/113006
Other Identifiers: 14.382-Spring2005
Other Identifiers: 14.382
IMSCP-MD5-02798f1363bfe16916ed8a595ed44c41
Has Version: http://www.core.org.cn/OcwWeb/Economics/14-382Spring-2005/CourseHome/index.htm
Keywords: Economics, econometrics, linear regression model, Gauss-Markov, heteroskedasticity, serial correlation, errors, variables, generalized least squares, instrumental variables, nonlinear regression, limited dependent variable models, 450603, Econometrics and Quantitative Economics

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