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