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Business & Entrepreneurship

Smart Data-Driven Econometrics

When:

12 June - 16 June 2023

School:

Global School in Empirical Research Methods

Institution:

University of St. Gallen

City:

St. Gallen

Country:

Switzerland

Language:

English

Credits:

4.0 EC

Fee:

1100 CHF

Interested?
Please note: this course has already ended
Smart Data-Driven Econometrics

About

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

Fee

1100 CHF, Master | PhD

Fee

2 CHF, Postdoc | Professional

Interested?

When:

12 June - 16 June 2023

School:

Global School in Empirical Research Methods

Institution:

University of St. Gallen

Language:

English

Credits:

4.0 EC

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