Nonlinear Econometric Analysis

Prof. Victor Chernozhukov, MIT OpenCourseWare

This course presents micro-econometric models, including large sample theory for estimation and hypothesis testing, generalized method of moments (GMM), estimation of censored and truncated specifications, quantile regression, structural estimation, nonparametric and semiparametric estimation, treatment effects, panel data, bootstrapping, simulation methods, and Bayesian methods. The methods are illustrated with economic applications.

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  • 语言: 英语 Gb

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