This workshop will cover the application of basic nonparametric kernel methods using R (e.g., kernel regression), and introduce participants to recently released tools for conducting reproducible research (Quarto).
No background knowledge of either nonparametric analysis or the R programming language will be assumed.
The nonparametric methods used in this workshop will be based on Racine (2019).
Though the workshop will introduce you to the R programming language for conducting nonparametric kernel analysis, we will also be using Quarto and RStudio which, combined, form an extremely powerful framework for streamlining a range of tasks. All the software used is freely available and open source.
Instructor
Prof Jeffrey Racine is the Senator Willam McMaster Chair in Econometrics and a fellow at the Journal of Econometrics. He addition to writing a variety of advanced econometrics textbooks and publications in econometrics, statistics and economics journals, he has also developed packages in ‘R’ capable of undertaking a wide range of nonparametric methods.
Format and schedule
The workshop will have both a theoretical and application component. Theory will cover a variety of parametric and non-parametric forecasting techniques, and the application will make use of the software he has developed for ‘R’.
Agenda:
Day 1: 14 August 2023 | |
AM | Introduction to R, data types, parametric and nonparametric kernel density estimation |
PM | Hands on lab, R and exercises |
Day 2: 15 August 2023 | |
AM | Introduction nonparametric kernel regression, estimation, inference, interpretation |
PM | Hands on lab, R and exercises |
Day 3: 16 August 2023 | |
AM | Introduction to univariate kernel time-series methods, kernel fixed effect panel data methods, forecasting |
PM | Hands on lab, R and exercises |
Day 4: 17 August | |
AM | Introduction to semiparametric kernel methods, new tools for reproducible research |
PM | Hands on lab, R and exercises |
For more information, please visit: https://jeffreyracine.github.io/UPworkshop/ or Github, where the loose outline, which is still to be finalised is available: jeffreyracine.github.io/UPworkshop/.
Applications are now closed. Thank you for applying.
Successful students will be notified by 21 July 2023.