14.382 Econometrics I, Spring 2005
Quarterly productivity in the nonfarm business sector. (Image courtesy of the Bureau of Labor Statistics.)
課程重點
This course features a detailed reading list and a sample final exam.
課程描述
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.
