图 书 馆
14.385 非线性经济计量分析14.385 Nonlinear Econometric Analysis |
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| 课程网址: | http://ocw.mit.edu/courses/economics/14-385-nonlinear-econometric... |
| 主讲教师: | Victor Chernozhukov ; Whitney Newey |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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. |
| 关 键 词: | 非线性; 经济计量; 分析; 广义矩方法; GMM; 极大似然估计; 最小距离; 极值; 大样本理论; 渐近理论; 离散选择; 样本选择; 有限样本 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2018-06-02：cmh |
| 阅读次数: | 32 |