Quarterly productivity in the nonfarm business sector. (Image courtesy of the Bureau of Labor Statistics.)
Instructor(s)
Prof. Jerry Hausman
Prof. Victor Chernozhukov
MIT Course Number
14.382
As Taught In
Spring 2005
Level
Graduate
Course Description
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.