Veranstaltungen
Vorlesung
Nonparametric Econometrics
- Name im Diploma Supplement
- Nonparametric Econometrics
- Anbieter
- Lehrstuhl für Ökonometrie
- Lehrperson
- Prof. Dr. Christoph Hanck, Prof. Dr. Yannick Hoga
- SWS
- 2
- Sprache
- englisch
- Turnus
- unregelmäßig
- maximale Hörerschaft
- unbeschränkt
- Hörerschaft
empfohlenes Vorwissen
Knowledge of basic econometric concepts such as communicated in our bachelor and master courses “Einführung in die Ökonometrie" and “Methoden der Ökonometrie“ as well as good working knowledge of mathematical statistics.
Lehrinhalte
- Univariate density estimation
- Multivariate density estimation
- Inference about the density
- Nonparametric regression
- Smoothing discrete variables
- Regression with discrete covariates
- Semiparametric methods
- Instrumental variables
Literaturangaben
- Hayashi, F. (2000). Econometrics. Princeton: Princeton Univ. Press.
- Henderson, D. J.; Parmeter, C. F. (2015). Applied Nonparametric Econometrics. New York: Cambridge University Press
- Li, Q.; Racine, J. S. (2006). Nonparametric Econometrics: Theory and Parctice. Princeton University Press
didaktisches Konzept
Classes are organized around traditional lectures. Students are however expected to contribute intensively through active discussion. Lectures are complemeted via, e.g., illustrations in R, joint interactive programming to better understand the statistical concepts as well as comprehensive problem sets to deepen students’ proficiency.