Keywords: Gauss-Markov (1)

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Econometrics I, Spring 2005
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Econometrics I, Spring 2005

Specification and estimation of the linear regression model. Departures from the standard ... (more)

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. (less)

Subject:
Social Sciences
Material Type:
Assessments
Full Course
Syllabi
Provider:
M.I.T.
Provider Set:
MIT OpenCourseWare
Author:
Chernozhukov, Victor
Hausman, Jerry
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2002 llaF ,gnivloS melborP gnireenignE dna sretupmoC ot noitcudortnI

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