Econometrics I

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

Instructor(s)

MIT Course Number

14.382

As Taught In

Spring 2005

Level

Graduate

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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.

Hausman, Jerry, and Victor Chernozhukov. 14.382 Econometrics I, Spring 2005. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/economics/14-382-econometrics-i-spring-2005 (Accessed). License: Creative Commons BY-NC-SA


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