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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.

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DSpace at MIT  


Hausman, Jerry -  Chernozhukov, Victor - 

Id.: 70825502

Idioma: en-US  - 

Versión: 1.0

Estado: Final

Palabras claveEconomics - 

Cobertura:  Spring 2005 - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

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Requerimientos técnicos:  Browser: Any - 

Relación: [References] http://www.core.org.cn/OcwWeb/Economics/14-382Spring-2005/CourseHome/index.htm

Fecha de contribución: 04-ene-2018


* 14.382-Spring2005
* 14.382
* IMSCP-MD5-02798f1363bfe16916ed8a595ed44c41

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  4. Inference on Treatment Effects after Selection among High-Dimensional Controls We propose robust methods for inference about the effect of a treatment variable on a scalar outcome...
  5. Testing overidentifying restrictions with many instruments and heteroskedasticity This paper gives a test of overidentifying restrictions that is robust to many instruments and heter...

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