Statistics@MIT
14.385 -- Nonlinear Econometric Analysis
Course Description: Micro-econometric models, including large sample theory for estimation and hypothesis testing, generalized method of moments, estimation of censored and truncated specifications, quantile regression, structural estimation, nonparametric and semiparametric estimation, panel data, bootstrapping, and simulation methods. Methods illustrated with economic applications.

Instructor: V. Chernozhukov, W. Newey

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