Classroom - Applied Nonparametric Econometrics

Classroom

Class Examples

Data

R Code

Univariate density plot
LSCV for density estimation

Bivariate density plot

Test for symmetry

LCLS regression

LSCV for regression

LLLS regression

Test for correct parametric specification

Partially linear model

Smooth coefficient model

Problem Sets

Empirical Problem Sets

Theoretical Problem Sets

Answer keys via e-mail (faculty only)