Nonparametric Econometrics (master)
Lecture: 16694, on Thursday, 4 – 6pm
Tutorial: 16695, on Wednesday, 10am – 12pm
LSF link
Tutor: Tomasz Olma (T.Olma@lmu.de)
Teaching Content: The course covers the foundations of classic nonparametric methods with emphasis on kernel methods. It combines rigorous derivations of statistical properties of estimators and practical examples, such as estimation of conditional treatment effect, regression discontinuity and kink designs.
Prerequisites: Causal Inference, Econometric Theory
or similar.
Audience: PhD and Master students in statistics and economics
Evaluation: Grading is based on biweekly problem sets
ECTS Credits: 6 ECTS