Nonparametric Econometrics

Catalog description

An introduction to nonparametric econometrics. The goal is to learn how to estimate parameters of interest by "letting the data speak", that is, imposing as few modeling assumptions as possible. The course starts with simple density and distribution function estimators, and then moves on to methods for nonparametric and semiparametric regression such as kernel regression, local polynomials and series estimators.