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UID:99952761486750115c35bc41e0754fe6
SUMMARY:Nonparametric Workshop in R
DTSTAMP:20230814T060000Z
DTSTART:20230814T060000Z
DTEND:20230817T220000Z
DESCRIPTION: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.\n\nInstructor 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’.\n\nAgenda:\n\nDay 1: 14 August 2023\nAM	Introduction to R\, data types\, parametric and nonparametric kernel density estimation\nPM	Hands on lab\, R and exercises\nDay 2: 15 August 2023\nAM	Introduction nonparametric kernel regression\, estimation\, inference\, interpretation\nPM	Hands on lab\, R and exercises\nDay 3: 16 August 2023\nAM	Introduction to univariate kernel time-series methods\, kernel fixed effect panel data methods\, forecasting\nPM	Hands on lab\, R and exercises\nDay 4: 17 August\nAM	Introduction to semiparametric kernel methods\, new tools for reproducible research\nPM	Hands on lab\, R and exercises\n\nFor 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/.\n\nApplications are now closed. Thank you for applying. Successful students will be notified by 21 July 2023.
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