Econometrics I, MIT OpenCourseWare (OCW)

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Massachusetts Institute of Technology,
77 Massachusetts Avenue,
Cambridge, MA 02139-4307,

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.