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Topics in Applied Econometrics for Public Policy

 

 Section II: Nonparametric Estimation and Quantile Regression

 

Master in Economics of Public Policy,  Spring 2024

Barcelona School of Economics

 

 

 

  • Wooldridge's Econometrics book

  • Bruce Hansen's Econometrics book

 

 

 

 

Week 1

 

 

Slides

  • Handout 0:

    Introduction: Overview of the Course. 

    Review of Basic Concepts 

      

 

Readings 

  •  Refresh basic concepts reading the notes and/or any good econometrics/statistics book (Wooldridge or Greene, for instance)

 

Week 2

 

 

Slides

  • Handout 1: 

    Non-parametric estimation of the density function  

 

Readings 

  •  Read Cameron and Trivedi (CT), sections 9.1-9.3

 Additional Materials 

 Problemsets 

 

 

 

Week 3

 Slides

  •  Handout 2: 

    Nonparametric Kernel Regression (UPDATED VERSION) 

     

   

 

 

Readings:

  • Cameron and Trivedi (CT), sections 9.4 and 9.5 

  • For those who want to expand their knowledge, check out this interesting online course

Additional Materials 

 

 

 

Week 4

 

 

Slides

Handout 3: 

Non parametric Series Regression

Handout 4: 

Semiparametric Regression 

 

Readings:

Additional Materials