Veranstaltungen

Lecture

Nonparametric Econometrics

Name in diploma supplementNonparametric Econometrics
Organisational Unit Lehrstuhl für Ökonometrie (http://www.oek.wiwi.uni-due.de/)
LecturersProf. Dr. Christoph Hanck
Dr. Yannick Hoga
Dr. Till Massing
SPW2LanguageEnglish
CycleirregularParticipants at mostno limit

Preliminary knowledge

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.

Contents

  • Univariate density estimation
  • Multivariate density estimation
  • Inference about the density
  • Nonparametric regression
  • Smoothing discrete variables
  • Regression with discrete covariates
  • Semiparametric methods
  • Instrumental variables

Literature

  • 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

Teaching concept

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.

Participants

  • BWL-EaF-Ma-2015 > Wahlpflichtbereich > (1st-3rd Semester, Elective) Modul "Nonparametric Econometrics"
  • ECMX-Ma-2019 > Wahlpflichtbereich > ME7 Econometric Methods > (1st-3rd Semester, Elective) Modul "Nonparametric Econometrics"
  • GOEMIK-Ma-2016 > Wahlpflichtbereich > Bereich Volkswirtschaftslehre > (1st-3rd Semester, Elective) Modul "Nonparametric Econometrics"
  • MuU-Ma-2013 > Wahlpflichtbereich I > Wahlpflichtbereich I A.: Methodologie und allgemeine Theorien zur Untersuchung von Märkten und Unternehmen > (1st-2nd Semester, Elective) Modul "Nonparametric Econometrics"
  • VWL-Ma-2009-V2013 > Wahlpflichtbereich I > (1st-3rd Semester, Elective) Modul "Nonparametric Econometrics"
WIWI‑C1204 - Lecture: Nonparametric Econometrics