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Course Info

  • Course Number / Code:
  • 14.385 (Fall 2007) 
  • Course Title:
  • Nonlinear Econometric Analysis 
  • Course Level:
  • Graduate 
  • Offered by :
  • Massachusetts Institute of Technology (MIT)
    Massachusetts, United States  
  • Department:
  • Economics 
  • Course Instructor(s):
  • Prof. Victor Chernozhukov
    Prof. Whitney Newey 
  • Course Introduction:
  •  


  • 14.385 Nonlinear Econometric Analysis



    Fall 2007




    Course Highlights




    14.385 Nonlinear Econometric Analysis



    Fall 2007


    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.)


    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.


    Technical Requirements


    Special software is required to use some of the files in this course: .r, .ascii, and .csv.

     

ACKNOWLEDGEMENT:
This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.






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