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Nonparametric Econometrics Fall 2010
Overview
| Course: |
Nonparametric Econometrics |
| Number: | 351-0589-00L |
| Lecturer: | Dr. Carlos Ordás Criado (cordas@ethz.ch) |
| Place and time: |
Monday, 08:15-10:00, ZUE G1 (starts on Sept 27th) |
| Credits | 3 ECTS credits |
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Content |
Nonparametric methods have become increasingly popular in the empirical research in economics (growth empirics, demand or Engel curves, production functions, income distribution analysis). This course introduces students to kernel-based density and regression estimation and semiparametric models from an applied perspective. We will use the Open Source statistical environment R for data analysis. |
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Syllabus |
Syllabus |
| Lecture notes | Lecture 1: Slides, Handout, R code (revised) |
| Assignments | |
| Readings |
Racine J.S. (2008), Nonparametric Econometrics: A Primer, Foundations and Trends® in Econometrics: Vol. 3(1), pp 1-88.
Ordás Criado C., Valente S., Stengos T., Growth and the Pollution Convergence Hypothesis : A Nonparametric Approach, Journal of Environmental Economics and Managment, Forthcoming. Koenker, R. & Hallock, K.F. (2001), Quantile Regression, Journal of Economic Perspectives, Vol. 15(4), pp 143-156. Koenker, R. (2010), Quantile Regression with R: A Vignette. |
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Textbooks |
Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press. |
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Additional Material |
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