| dc.contributor.author | Hausman, Jerry | |
| dc.contributor.author | Chernozhukov, Victor | |
| dc.coverage.temporal | Spring 2005 | |
| dc.date.accessioned | 2018-01-02T08:15:21Z | |
| dc.date.available | 2018-01-02T08:15:21Z | |
| dc.date.issued | 2005-06 | |
| dc.identifier | 14.382-Spring2005 | |
| dc.identifier.other | 14.382 | |
| dc.identifier.other | IMSCP-MD5-02798f1363bfe16916ed8a595ed44c41 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/113006 | |
| dc.description.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. | en |
| dc.language.iso | en-US | |
| dc.relation.hasversion | http://www.core.org.cn/OcwWeb/Economics/14-382Spring-2005/CourseHome/index.htm | |
| dc.rights | This site (c) Massachusetts Institute of Technology 2018. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license") unless otherwise noted. The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions. | en |
| dc.rights | Attribution-NonCommercial-ShareAlike 3.0 Unported | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/3.0/ | * |
| dc.subject | Economics | en |
| dc.subject | econometrics | en |
| dc.subject | linear regression model | en |
| dc.subject | Gauss-Markov | en |
| dc.subject | heteroskedasticity | en |
| dc.subject | serial correlation | en |
| dc.subject | errors | en |
| dc.subject | variables | en |
| dc.subject | generalized least squares | en |
| dc.subject | instrumental variables | en |
| dc.subject | nonlinear regression | en |
| dc.subject | limited dependent variable models | en |
| dc.title | 14.382 Econometrics I, Spring 2005 | en |
| dc.title.alternative | Econometrics I | en |
| dc.type | Learning Object | |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Economics | |
| dc.audience.educationlevel | Graduate | |
| dc.subject.cip | 450603 | en |
| dc.subject.cip | Econometrics and Quantitative Economics | en |
| dc.date.updated | 2018-01-02T08:15:22Z | |
