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Nonparametric Workshop in R

29 June 2023
JEL Code: C12, C14
Application deadline: 18 August 2023 at 12:00pm
Location: Pretoria

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 and categorical regression spline methods 
PM  Hands on lab, R and exercises 
Day 5: 18 August 
AM  Lab and lecture, focused on Quarto and reproducible research

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/. 

Application Form

Please note that call for application for Nonparametric Workshop in R closed on Friday, 14 July 2023 at 5pm.

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