Special Topics in Econometrics
Topics:
- Nonparametric smoothing methods (Rob Hyndman)
- Introduction to panel data methods (Mark Harris)
- State space models and financial applications (Catherine Forbes)
Only materials for the first topic are provided here. This topic provides a brief introduction to some aspects of nonparametric smoothing.
- Density estimation
- Kernel regression
- Splines
- Additive models
- Functional data analysis
