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Last updated:

October 22, 2022

Duration:

Unlimited Duration

FREE

This course includes:

Unlimited Duration

Badge on Completion

Certificate of completion

Unlimited Duration

Description

The course will cover several key models as well as identification and estimation methods used in modern econometrics.

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 Curriculum

  • 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

About the instructor

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Courses

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Students

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Massachusetts Institute of Technology