Nonlinear Econometric Analysis
MIT OpenCourseWare's graduate econometrics course covers micro-econometric models beyond the linear regression framework. Topics include large sample theory for estimation and hypothesis testing, generalized method of moments, censored and truncated model estimation, quantile regression, structural estimation, nonparametric and semiparametric methods, treatment effects, panel data techniques, bootstrapping, simulation methods, and Bayesian estimation. Each technique is paired with an economic application, showing how the method addresses a real empirical problem. Materials follow the standard MIT OCW format of lecture notes and assignments, free to access with no certificate offered. The course assumes prior econometrics training and is aimed at graduate students or researchers who need tools beyond ordinary least squares for messy, real-world economic data.