14.385 Nonlinear Econometric Analysis

Fall 2007

Japanese rice symbol by Nyoiti Sakurasawa.
Japanese rice symbol. Rice prices may be analyzed by nonparametric estimation. Learn more about nonparametric estimation, generalized method of moments, quantile regression, and other methods in the lecture notes. (Image by MIT OpenCourseWare, based on an image by Nyoiti Sakurasawa.)

Course Description

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.

Technical Requirements

Special software is required to use some of the files in this course: .r, .ascii, and .csv.

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Staff

Instructors:
Prof. Victor Chernozhukov
Prof. Whitney Newey

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Recitations:
One session / week
1.5 hours / session

Level

Graduate