Nonlinear Econometric Analysis

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.)

Instructor(s)

MIT Course Number

14.385

As Taught In

Fall 2007

Level

Graduate

Cite This Course

Course Features

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.

Chernozhukov, Victor, and Whitney Newey. 14.385 Nonlinear Econometric Analysis, Fall 2007. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/economics/14-385-nonlinear-econometric-analysis-fall-2007 (Accessed). License: Creative Commons BY-NC-SA


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