centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre

ESRC

Keep in touch

Subscribe to cemmap news

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

Description

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

 

 

General information

Click here to request a place at this event and view our booking terms and conditions.

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us