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Nonlinear Econometric Analysis, Fall 2007
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This course presents micro-econometric models, including large sample theory for estimation and ... More

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 Less

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Subject:
Economics
Material Type:
Assessments
Full Course
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Lecture Notes
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Provider:
M.I.T.
Provider Set:
MIT OpenCourseWare
Author:
Chernozhukov, Victo
Newey, Whitney
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.)310.1( tcejbus ngised enotspac eht dna )150.1 ,140.1 ,130.1( stcejbus ngised aera ... More

.)310.1( tcejbus ngised enotspac eht dna )150.1 ,140.1 ,130.1( stcejbus ngised aera ytlaiceps tneuqesbus eht ni desu si hcihw decudortni si esac ngised egral A .naps efil detcepxe dna ,srotcaf laicos dna cimonoce ,tnemnorivne larutan ,tnemnorivne tliub gnitsixe eht fo noitaredisnoc sa llew sa sehcaorppa lacinhcet snrecnoc ylticilpxe ngised tcejorP .)sdaor dna segdirb ,sgnidliub ,.g.e( seitilicaf tliub no sisahpme na htiw ,sesac ngised lareves sedulcnI .gnireenigne livic ni secitcarp dna seussi ngised sa llew sa ,gnivlos-melborp evitaerc dna ngised gnireenigne fo seuqinhcet dna ,sloot ,yroeht eht ot stneduts secudortnI Less

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