Semi and Non-Parametric Methods – Professor James Powell (28 May 2009 – 29 May 2009)

This course provided 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 covered the basic large sample properties of nonparametric (kernel) estimators of density and regression functions, and then covered semiparametric assumptions and estimation methods for several limited dependent variable models, including binary response, censored regression, and sample selection models. The course concluded with discussions of more recent literature on semi- and nonparametric models for panel data and endogenous regressors.

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