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Econometrics I, Spring 2005
(Complete Item Description)
- Abstract:
Specification and estimation of the linear regression model. Departures from the standard Gauss-Markov assumptions 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.
- Subject:
- Social Sciences
- Grade Level:
- Post-secondary
- Collection:
- MIT OpenCourseWare
