16 June 2023
Smart Data-Driven Econometrics
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).
Master | PhD | Postdoc | Professional
CHF 1100: Master | PhD
CHF 2: Postdoc | Professional