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:

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.