Econometrics
MIT OpenCourseWare's graduate econometrics course covers the key models, identification strategies, and estimation methods used in modern applied econometrics. Topics move from foundational models through structural approaches to methods for identification, estimation, and statistical inference. Materials include lecture notes, problem sets, and exercises that apply these methods to real data sets, giving students hands-on practice rather than purely theoretical treatment. The course is aimed at students with prior grounding in statistics and economic theory who want to build toward research-level econometric analysis. As with other MIT OCW offerings, all course materials are free to access, with no certificate offered. It suits graduate students or advanced undergraduates in economics, finance, or related quantitative fields looking for a rigorous, self-paced treatment of estimation and inference techniques used throughout empirical economics research.