Areas:"Economics" city:"Cambridge, Massachusetts" continent:"North America" country:"United States" resourceType:"ocw" tags:" econometrics"
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Published by: Massachusetts Institute of Technology | Language: English
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This course will guide students through the process of forming economic hypotheses, gathering the appropriate data, analyzing them, and effectively communicating their results. All students will be expected to have successfully completed Introduction to Statistical Methods in Economics and Econometrics (or their equivalents) as well as cour
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Published by: Massachusetts Institute of Technology | Language: English
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The course introduces statistical theory to prepare students for the remainder of the econometrics sequence. The emphasis of the course is to understand the basic principles of statistical theory. A brief review of probability will be given; however, this material is assumed knowledge. The course also covers basic regression analysis. Topic
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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 depende
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The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. We will cover different method
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The aim of this course is to acquaint students with traditional topics in labor economics and to encourage the development of independent research interests. We will cover a systematic development of the theory of labor supply, labor demand, and human capital. Topics include wage and employment determination, turnover, search, immigration,
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