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Event

Non- and Semiparametrics [WS222521300]

Type
lecture (V)
Term
WS 22/23
SWS
2
Language
Deutsch
Appointments
15
Links
ILIAS

Lecturers

Organisation

  • KIT-Fakultät für Wirtschaftswissenschaften

Part of

Literature

Li, Racine: Nonparametric Econometrics: Theory and Practice. Princeton University Press, 2007.

Appointments

  • 26.10.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 02.11.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 09.11.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 16.11.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 23.11.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 30.11.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 07.12.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 14.12.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 21.12.2022 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 11.01.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 18.01.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 25.01.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 01.02.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 08.02.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau
  • 15.02.2023 11:30 - 13:00 - Room: 10.91 Oberer Hörsaal Maschinenbau

Note

Learning objectives:

The student

  • has profound knowledge of non- and semiparametric estimation methods
  • is capable of implementing these methods using statistical software and using them to assess empirical problems

Content:

Kernel density estimation, local constant and local linear regression, bandwidth choice, series and sieve estimators, additive models, semiparametric models

Requirements:

It is recommended to attend the course Applied Econometrics prior to this course.

Workload:

Total workload for 4.5 CP: approx. 135 hours

Attendance: 30 hours

Preparation and follow-up: 65 hours

Exam preparation: 40 hours