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.)


MIT Course Number


As Taught In

Fall 2007



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Course Description

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.

Related Content

Victor Chernozhukov, and Whitney Newey. 14.385 Nonlinear Econometric Analysis. Fall 2007. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

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