Schedule:
- Thursday, 12:15-14:00, Schellingstr. 3 (S) - S 005,
- Friday, 8:30-10:00, Schellingstr. 3 (S) - S 006.
First meeting: Thursday, 17.10.2024
Last meeting: Friday, 07.02.2025
Enrollment key: npmetrics
Overview:
This course is part of the Econometrics Track in the Master's Program in Statistics and Data Science. It is also suitable for advanced master's and PhD students in Economics.
The course covers the foundations of classic nonparametric methods, with emphasis on kernel estimation of density and regression functions. It combines rigorous derivations of the statistical properties of estimators with simulation studies and empirical applications, such as regression discontinuity/kink designs and average treatment effect estimation.
Main textbook reference: Li and Racine. Nonparametric Econometrics: Theory and Practice, 2007.
- Trainer/in: Tomasz Olma