Econometrics I, Spring 2005

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Author:

Chernozhukov, Victor, Hausman, Jerry

Subject:

Social Sciences

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

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.

Languages:

English

Material Type:

Assessments, Full Course, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0