Econometrics OpenCourseWare: MIT's Free Online Graduate Level Econometrics Class
Study various econometrics models and their practical applications in this free OpenCourseWare offered by the Massachusetts Institute of Technology. 'Econometrics' covers how small differences in linear regression change how the data relates to statistics. This class will be most beneficial to graduate-level students of economics. Prerequisites for this course include linear algebra and mathematical statistics.
Econometrics: Course Specifics
| Degree Level | Free | Audio | Video | Downloads |
|---|---|---|---|---|
| Graduate | Yes | No | No | Yes |
| Lectures/Notes | Study Materials | Tests/Quizzes |
|---|---|---|
| Yes | Yes | No |
Econometrics: Course Description
This course includes many advanced topics, such as linear regression models, their methods and practical application in respect to econometrics. The Massachusetts Institute of Technology (MIT)'s School of Humanities, Arts and Social Sciences in Cambridge, MA, offers this course to cover Gauss-Markov econometrics assumptions, but extends beyond those to include additional various topics. Students learn to use the linear regression model to interpret statistical data and causality and to test their hypotheses. The course also covers how errors in variables affect nonlinear specifications. MIT Professors Victor Chernozhukov and Jerry Hausman teach this econometrics course about nonlinear regression that strays from standard principles to include non-typical subject matter.
This free course is available online and provides related course readings and sample tests. For more information, visit the econometrics course page.
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