14.382 -- Econometrics
Course Description: Regression analysis, focusing on departures from the standard Gauss-Markov assumptions, and simultaneous equations. Regression topics include heteroskedasticity, serial correlation, and errors in variables, generalized least squares, nonlinear regression, and limited dependent variable models. Covers identification and estimation of linear and nonlinear simultaneous equations models. Economic applications are discussed. Class size limited.

This class is at the Graduate level
An example of a syllabus: 14382spring2004.pdf
Instructor: J. Hausman
Open courseware website: http://ocw.mit.edu/OcwWeb/Economics/14-382Spring-2005/CourseHome/
Prerequisites: 14.381 or permission of instructor

Insider's Wisdom

This course is a long time Sloan PhD level course. Students with a sufficient math background (most of MIT grad students) usually do well in the course.

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