14.383
High-Dimensional Econometrics
Continuation of topics in 14.382 , with specific focus on large dimensional models. Students gain practical experience by applying the methods to real data sets. Enrollment limited.
Prerequisites & course information
Prereq: 14.382 or permission of instructor G (Spring; second half of term) 3-0-3 units
Sources
- Course catalogue ↗2026–2027