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when
12 June 2023
-
16 June 2023
16 June 2023
language
English
duration
1 week
credits
4 EC
fee
CHF 1100
registration deadline
30 April 2023
St. Gallen, Switzerland
Smart Data-Driven Econometrics
when
12 June 2023
-
16 June 2023
language
English
duration
1 week
credits
4 EC
fee
CHF 1100
Nonparametric density estimation (histograms and kernel densities) for uni- and multivariate distributions; Nonparametric regression (with kernels, kNN, series estimators and splines); Miscellaneous of nonparametric regression (model selection, bandwidth selection, practical issues including implementation); Semiparametric estimation of regression functions and probabilities (in particular backfitting and marginal integration for generalized structured models); Nonparametric specification testing (of parametric, semiparametric and structural hypotheses).
Course leader
Stefan Sperlich
Target group
Master | PhD | Postdoc | Professional
Fee info
CHF 1100: Master | PhD
CHF 2: Postdoc | Professional