Econometrics | Economics | MIT OpenCourseWare

Course Info

Instructor

Prof. Victor Chernozhukov

Departments

Economics

As Taught In

Spring 2017

Level

Graduate

Topics

Social Science
- Economics
  - Econometrics

Learning Resource Types

Exams

Lecture Notes

Problem Sets

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Lecture Notes

R-NPA-functions-1se-union-rweight.R

14.382 Spring 2017 Lecture 1: Least Squares, Adaptive Partialling Out, Simultaneous Inference

14.382 Spring 2017 Lecture 10: Nonlinear Panel Data

14.382 Spring 2017 Lecture 11: Inference for High-Dimensional Sparse Econometric Models

14.382 Spring 2017 Lecture 12: Treatment Effects

14.382 Spring 2017 Lecture 2: Structural Equations Models and IV, Take 1

14.382 Spring 2017 Lecture 3: Structural Equations Models and GMM

14.382 Spring 2017 Lecture 4: Euler Equations, Nonlinear GMM, and Other Adventures

14.382 Spring 2017 Lecture 5: Bootstrapping

14.382 Spring 2017 Lecture 7: Distribution Regression and Counterfactual Analysis

14.382 Spring 2017 Lecture 8: Linear Panel Data Models Under Strict and Weak Exogeneity

14.382 Spring 2017 Lecture 9: GMM Under Moderately High Dimensions

14.382 Spring 2017-Slides on GMM Estimation in Stata

14.382 Spring 2017: Notes from 14.381

14.38Spring 2017 Lecture 6: Nonlinear and Binary Regression, Predictive Effects, and M-Estimation

401k-ATE-v3.R

401k-QTE.R

sipp1991.dta

Course Info

Instructor

Prof. Victor Chernozhukov

Departments

Economics

As Taught In

Spring 2017

Level

Graduate

Topics

Social Science
- Economics
  - Econometrics

Learning Resource Types

Exams

Lecture Notes

Problem Sets

Download Course

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