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Nonlinear Econometric Analysis
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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.

Subject:
Economics
Mathematics
Social Science
Statistics and Probability
Material Type:
Full Course
Provider:
MIT
Provider Set:
MIT OpenCourseWare
Author:
Chernozhukov, Victor
Newey, Whitney
Date Added:
09/01/2007