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Econometrics I

This course features a detailed reading list and a sample final exam.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.

Start Date: Feb 01, 2005
Cost: Free

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Econometrics I's Full Profile

Overview

Description

This course features a detailed reading list and a sample final exam.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.

Details

  • Dates: Feb 01, 2005 to May 25, 2005
  • Days of the Week: Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
  • Level of Difficulty: Advanced
  • Size: Massive Open Online Course
  • Instructors: Prof. Victor Chernozhukov, Prof. Jerry Hausman
  • Cost: Free
  • Institution: MIT OCW

Provider Overview

About MIT OCW: MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.

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