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The course will cover several key models as well as identification and estimation methods used in modern econometrics.
0
2
English
English [CC]
FREE
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Description
We shall being with exploring some leading models of econometrics, then seeing structures, then providing methods of identification, estimation, and inference. You will get lots of hands-on experience with using the methods on real data sets.
Course content
- Least Squares, Adaptive Partialling-Out, Simultaneous Inference Unlimited
- Structural Equations Models and IV, Take 1 Unlimited
- Structural Equations Models and GMM Unlimited
- Euler Equations, Nonlinear GMM, and Other Adventures Unlimited
- Bootstrapping Unlimited
- Nonlinear and Binary Regression, Predictive Effects, and M-Estimation Unlimited
- Linear Panel Data Models Under Strict and Weak Exogeneity Unlimited
- GMM Under Moderately High Dimensions Unlimited
- Nonlinear Panel Data Unlimited
- Inference for High-Dimensional Sparse Econometric Models Unlimited
- Treatment Effects Unlimited
Instructor
Massachusetts Institute of Technology
5
5
1
1916
1520
