14.382 Econometrics

Class Info

Regression analysis, focusing on departures from the standard Gauss-Markov assumptions, and simultaneous equations. Regression topics include heteroskedasticity, serial correlation, and errors in variables, generalized least squares, nonlinear regression, and limited dependent variable models. Covers identification and estimation of linear and nonlinear simultaneous equations models. Economic applications are discussed. Enrollment limited.

This class has 14.381 as a prerequisite.

14.382 will not be offered this semester. It will be available in the Spring semester, and will be instructed by V. Chernozhukov.

Lecture occurs 2:30 PM to 4:00 PM on Mondays and Wednesdays in E51-149.

This class counts for a total of 12 credits.

In the Spring 2016 Subject Evaluations, 14.382 was rated 6.5 out of 7.0. You can find more information on MIT OpenCourseWare at the Econometrics I site or on the 14.382 Stellar site.

MIT 14.382 Econometrics Related Textbooks
MIT 14.382 Econometrics On The Web
Econometrics I
chernozhukov hausman license by-nc-sa jerry hausman creative commons victor chernozhukov

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