14.382 Econometrics I

As taught in: Spring 2005

A graph showing quarterly productivity in the nonfarm business sector.
Quarterly productivity in the nonfarm business sector. (Image courtesy of the Bureau of Labor Statistics.)




Prof. Jerry Hausman

Prof. Victor Chernozhukov

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.

*Some translations represent previous versions of courses.