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Searched for: "14.382" Subjects offered any term 1 subject found.
14.382 Econometrics
(
)
Prereq: 14.381 or permission of instructor
Units: 5-0-7
Lecture: MW2.30-4 (E51-376) Recitation: F2.30-4 (E51-151) or F4-5.30 (E51-361)
Covers key models as well as identification and estimation methods used in modern econometrics. Presents modern ways to set up problems and do better estimation and inference than the current empirical practice. Introduces generalized method of moments and the method of M-estimators in addition to more modern versions of these methods dealing with important issues, such as weak identification or biases arising in high dimensions. Also discusses the bootstrap and explores very high dimensional formulations, or "big data." Students gain practical experience by applying the methods to real data sets. Enrollment limited.
V. Chernozhukov
No textbook information available
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