Non and Semi-Parametric Econometrics
Lecture/Practicals
| Instructors: | Anja Schindler Oleg Nenadić (resp.) |
| Time: | Thursdays, 12 - 14 |
| Venue: | MZG 5.111 |
| Sundry: | Credits: 6 CP (Master/PhD) The course language is English. |
Course Overview
- Kernel Density Estimation:
- - Density functions
- Kernel density estimation: Kernels and bandwidth
- Properties of kernel estimators
- Bandwidth selection - Kernel regression:
- - Least squares and weighted least squares
- Local linear/polynomial regression
- Bandwidth selection - Alternative Approaches
Further Information
Updated: March 23 2012