14.382 Econometrics I, Spring 2005
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14-382-spring-2005/contents/index.htm
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33.26 KB
Format
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Checksum (MD5)
61a8eb4d2a823e50b515507e87d892a5
Author(s)
Hausman, Jerry
Chernozhukov, Victor
Alternative Title
Econometrics I
Date Issued
June 2005
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.
Subjects
Economics
econometrics
linear regression model
Gauss-Markov
heteroskedasticity
serial correlation
errors
variables
generalized least squares
instrumental variables
nonlinear regression
limited dependent variable models
MIT Department
Massachusetts Institute of Technology. Department of Economics
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