14.32 Econometrics, Spring 2003
Author(s)
Angrist, Joshua David
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Alternative title
Econometrics
Metadata
Show full item recordAbstract
Introduction to econometric models and techniques, emphasizing regression. Advanced topics include instrumental variables, panel data methods, measurement error, and limited dependent variable models. Includes problem sets. May not count toward HASS requirement. From the course home page: Course Description This course covers the statistical tools needed to understand empirical economic research and to plan and execute independent research projects. Topics include statistical inference, regression, generalized least squares, instrumental variables, simultaneous equations models, and the evaluation of government policies and programs.
Date issued
2003-06Department
Massachusetts Institute of Technology. Department of EconomicsOther identifiers
14.32-Spring2003
local: 14.32
local: IMSCP-MD5-702c8593ad786e98f8e702cb905f1ee9
Keywords
probability, distribution, sampling, confidence intervals, bivariate regression, residuals, fitted values, multivariate regression, heteroscedasticity, linear probability models, serial correlation, measurement error, goodness of fit