Econ 629 Topics in Econometrics II

Nonparametric Methods


Syllabus


Lecture Notes:

LECTURE 1: Kernel density estimation (updated: January 11, 2017)

LECTURE 2: Cross-validation for kernel density estimators (updated: January 23, 2017)

LECTURE 3: Nonparametric regression (coming soon)

LECTURE 4: Local linear estimation; estimation of derivatives (updated: November 23, 2012)

LECTURE 5: Regression discontinuity designs (coming soon)

LECTURE 6: Series estimation (updated: March 20, 2017)


Assignments:

Assignment 1: Due Tuesday February 7

Assignment 2: Due Tuesday February 28

Assignment 3: Due Tuesday March 27