Applied nonparametric econometrics

Date & Time

From: 22 June 2015
Until: 26 June 2015




Jevons Lecture Theatre, UCL
Drayton House,
30 Gordon Street,


HE Delegates: £150
Charity or Government: £150
Other Delegates: £150

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 ( will be used for the nonparametric and semiparametric analysis, and is available directly from the Comprehensive R Archive Network ( You will need to install R (, RStudio (, and TeX ( for windows, ( 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: