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14.382 Econometrics I | Economics

This course focuses on the specification and estimation of the linear regression model. The course departs from the standard Gauss-Markov assumptions to 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 throughout the course.... Show More

Keywords:: nonlinear regression, Economics, variables, Probability and Statistics, Gauss-Markov, generalized least squares, limited dependent variable models, serial correlation, econometrics, linear regression model, instrumental variables, heteroskedasticity, Econometrics, errors

Disciplines:

Business / Economics

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More about this material

Material Type:: Online Course
Date Added to MERLOT:: May 12, 2016
Date Modified in MERLOT:: May 13, 2018
Author:: Chernozhukov, Victor
Submitter:: Barbra Bied Sperling

Primary Audience:: Graduate School
Technical Format:: Website
Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Accessibility Information Available:: Unknown
Creative Commons:: This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 United States