Courses:

Course Info

• Course Number / Code:
• 14.382 (Spring 2005) 
• Course Title:
• Econometrics I 
• Course Level:
• Graduate 
• Offered by :
• Massachusetts Institute of Technology (MIT)
  Massachusetts, United States  
• Department:
• Economics 
• Course Instructor(s):
• Prof. Victor Chernozhukov
  Prof. Jerry Hausman 
• Course Introduction:
•  
• 
  
  14.382 Econometrics I
  
  
  
  

  Spring 2005

  
  
  

  
  
  

  Course Highlights

  
  
  

  This course features a detailed reading list and a sample final exam.

  
  
  

  Course Description

  
  
  

  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.

  
  

  *Some translations represent previous versions of courses.