ARHIV DRUŽBOSLOVNIH PODATKOV

This short course will provide a survey of the econometrics literature on semiparametric and nonparametric models and estimation methods. After a review of asymptotic theory for estimation (including maximum likelihood and generalized method of moments estimation), the course will cover the basic large sample properties of nonparametric (kernel) estimators of density and regression functions, and then cover semiparametric assumptions and estimation methods for several limited dependent variable models, including binary response, censored regression, and sample selection models. The course will conclude with discussions of more recent literature on semi- and nonparametric models for panel data and endogenous regressors.
Rates: Public and private sector delegates: £1300.00; HE delegates: £60.00
Tutor: James Powell