MIT OpenCourseWare

Browse materialsMIT 14.382 · Spring 2017

Econometrics

Subject: Economics

Art: William Playfair, Chart Shewing the Value of the Quarter of Wheat in Shillings & in…, 1821 · Public domain

Instructor: Prof. Victor Chernozhukov
Term: Spring 2017
Level: Graduate
What's inside: 2 exams · 1 lecture note · 46 other files · 11 web pages
Materials open: MIT OCW

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About this course

Source: MIT OpenCourseWare 14.382 Econometrics, Spring 2017, Prof. Victor Chernozhukov — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Study order: MIT's own listing order, section by section. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.

Materials are grouped the way MIT organized them. A verified, course-wide order has not been established here.

Before you start

Prerequisites are not listed here. Check MIT's own syllabus for this course.

How this course was organized

What's here, and what isn't

MIT's own materials here did not support a verified, course-wide order, so they are grouped by section instead.

Not included here

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MIT's page format for this item wasn't recognized clearly enough to place it safely. (13 items)

Materials by section

Grouped by section, as MIT organized them. Not sequenced or ordered.

Lecture Notes

8 files

Assignments

32 files in this section

Homework 1

Homework 2

Homework 3

Homework 4

Homework 5

Homework 6

9 files

Recitations

Exams

Related Resources

MIT OpenCourseWare, Prof. Victor Chernozhukov, 14.382 Econometrics, Spring 2017.

License: CC BY-NC-SA 4.0 · Edition: Spring 2017 · Open the original course on OCW ↗

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Econometrics

Before you start

What's here, and what isn't

Not included here

Materials by section

Lecture Notes

Assignments

Homework 1

Homework 2

Homework 3

Homework 4

Homework 5

Homework 6

Recitations

Exams

Related Resources

Lecture 1: Least Squares, Adaptive Partialling-Out, Simultaneous Inference (PDF)

Lecture 2: Structural Equations Models and IV, Take 1 (PDF)

Lecture 3: Structural Equations Models and GMM (PDF)

Lecture 4: Euler Equations, Nonlinear GMM, and Other Adventures (PDF)

Lecture 5: Bootstrapping (PDF)

Lecture 6: Nonlinear and Binary Regression, Predictive Effects, and M-Estimation (PDF)

Lecture 7: Distribution Regression and Counterfactual Analysis

Lecture 8: Linear Panel Data Models Under Strict and Weak Exogeneity (PDF)

Lecture 9: GMM Under Moderately High Dimensions (PDF)

Lecture 10: Nonlinear Panel Data (PDF )

Lecture 11: Inference for High-Dimensional Sparse Econometric Models (PDF) Below are the data and codes for this lecture, in case you want to apply this one day.

Lecture 12: Treatment Effects (PDF) Below are the data and codes for this lecture, in case you want to apply this one day.