14.382 Econometrics I

Spring 2005

Quarterly productivity in the nonfarm business sector.
Quarterly productivity in the nonfarm business sector. (Image courtesy of the Bureau of Labor Statistics.)

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.

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Staff

Instructors:
Prof. Victor Chernozhukov
Prof. Jerry Hausman

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Level

Graduate

*Translations