Advanced Econometrics: Nonlinearities
On Thursday, March 2nd, I will give the first lecture of the PhD course on advanced tools for econometrics, on nonlinearities. Slides are available online.
View ArticleAdvanced Econometrics: Simulations
On Thursday, March 9nd, I will give the second lecture of the PhD course on advanced tools for econometrics, on simulation techniques (and bootstrap). Slides are available online. The first part is...
View ArticleAdvanced Econometrics: Model Selection
On Thursday, March 23rd, I will give the third lecture of the PhD course on advanced tools for econometrics, on model selection and variable selection, where we will focus on ridge and lasso...
View ArticleAdvanced Econometrics: Quantiles and Expectiles
Next Thursday, I will give the fourth lecture of the PhD course on advanced tools for econometrics, on quantile and expectile regressions. Slides are available online.
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