Nonlinear Econometric Analysis's Full Profile
This course presents micro-econometric models, including large sample theory for estimation and hypothesis testing, generalized method of moments (GMM), estimation of censored and truncated specifications, quantile regression, structural estimation, nonparametric and semiparametric estimation, treatment effects, panel data, bootstrapping, simulation methods, and Bayesian methods. The methods are illustrated with economic applications.
Sep 01, 2007
to Dec 20, 2007
Days of the Week:
Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
- Level of Difficulty: Beginner
- Size: Massive Open Online Course
- Instructors: Prof. Whitney Newey, Prof. Victor Chernozhukov
- Cost: Free
- Institution: MIT OCW
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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MIT OpenCourseWare (MIT OCW) is an initiative of the Massachusetts Institute of Technology (MIT) to put all of the educational materials from its undergraduate- and graduate-level courses online, partly free and openly available to anyone, anywhere.