This course focuses on recent developments in econometrics, especially structural estimation. The topics include nonseparable models, models of imperfect competition, auction models, duration models, and nonlinear panel data. Results are illustrated with economic applications.
For any use or distribution of these materials, please cite as follows:
Whitney Newey, course materials for 14.386 New Econometric Methods, Spring 2007. MIT OpenCourseWare (http://ocw.mit.edu), Massachusetts Institute of Technology. Downloaded on [DD Month YYYY].