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Applied nonparametric econometrics

Date: 09:00 22 June 2015 - 16:00 26 June 2015
Type: Masterclass
Tutor: Jeffrey Racine McMaster
Venue: Jevons Lecture Theatre, UCL
Prices: HE delegates: £150; Charity/Government: £150; other delegates: £150; All prices are exclusive of VAT


Please note that computers will not be provided and therefore participants are expected to bring their own laptops.

In this masterclass, we shall study a unified framework for nonparametric and semiparametric kernel-based analysis.

We focus on kernel-based methods capable of handling the mix of categorical (nominal and ordinal) and continuous datatypes one typically encounters in the course of applied data analysis.

We shall use R for data analysis. The np package for R (http://cran.r-project.org/web/packages/np) will be used for the nonparametric and semiparametric analysis, and is available directly from the Comprehensive R Archive Network (http://cran.r-project.org). You will need to install R (http://www.r-project.org/), RStudio (http://www.rstudio.com/), and TeX (http://miktex.org/) for windows, (http://tug.org/mactex/) for Mac OS X on your laptops prior to attending the masterclass.

Material will be taken mainly from Li, Q. and J. S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press, ISBN: 0691121613 (768 Pages).

Additional material and handouts for this masterclass can be found using this website: http://socserv.mcmaster.ca/racinej/CEMMAP/Home.html



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