{"id":5967,"date":"2024-03-27T14:15:22","date_gmt":"2024-03-27T13:15:22","guid":{"rendered":"https:\/\/www.uni.lu\/research-en\/?page_id=5967"},"modified":"2026-04-20T09:01:04","modified_gmt":"2026-04-20T07:01:04","slug":"course-advanced-econometrics-nonlinear-models-and-methods","status":"publish","type":"page","link":"https:\/\/www.uni.lu\/research-en\/doctoral-education\/dsefm\/course-advanced-econometrics-nonlinear-models-and-methods\/","title":{"rendered":"Course: Advanced Econometrics \u2013 Non Parametric Methods in Econometrics"},"content":{"rendered":"\n<section class=\"py-0 wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\">\n<section class=\"wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\">\n<h2 class=\"has-text-align-left wp-block-unilux-blocks-heading\"        id=\"course-advanced-econometrics-non-parametric-methods-in-econometrics\"\n    >\nCourse: Advanced Econometrics \u2013 Non Parametric Methods in Econometrics<\/h2>\n\n\n<div class=\"wp-block-unilux-blocks-spacer is-spacer-size-sm\"><\/div>\n\n\n<p><\/p>\n\n\n\n<p><strong>Professor: <\/strong>Gautam Tripathi<\/p>\n\n\n\n<p><strong>ECTS<\/strong>: 2<\/p>\n\n\n\n<p><strong>Aims<\/strong>:<\/p>\n\n\n\n<p>This course is intended for PhD students. The objective of this course is to familiarize students with the theoretical and practical aspects of some nonparametric methods and techniques that are used to estimate and test a large class of econometric models. It is a useful complement to courses on machine learning methods in econometrics.<\/p>\n\n\n\n<p>  <\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><strong>Learning Objectives:<\/strong><\/p>\n\n\n\n<p>On completion of this course unit, successful students will be able to:<\/p>\n\n\n\n<ol class=\"ulux-list\">\n<li class=\"ulux-list-item\">Have a good understanding of some widely used nonparametric and semiparametric models used by economists to answer policy related questions. Understand how nonparametric methods are used to identify, estimate, test the specification of these models, carry out statistical inference, and the fundamental assumptions that make these methods work.<\/li>\n\n\n\n<li class=\"ulux-list-item\">Process and interpret empirical data using the models and methods learnt in class and test whether these data are in accordance with economic theory.<\/li>\n\n\n\n<li class=\"ulux-list-item\">Read, understand, and critically evaluate the econometrics articles in peer-reviewed journals encountered during the course of their own research<\/li>\n<\/ol>\n\n\n\n<p><strong>Registration &amp; Practical Information: <\/strong>soon available on Moodle<\/p>\n\n\n\n<section class=\"wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\"><\/div><\/section>\n<\/div><\/section>\n<\/div><\/section>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":287,"featured_media":0,"parent":76,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"featured_image_focal_point":[],"show_featured_caption":false,"ulux_newsletter_groups":"","uluxPostTitle":"","uluxPrePostTitle":"","_trash_the_other_posts":false,"_price":"","_stock":"","_tribe_ticket_header":"","_tribe_default_ticket_provider":"","_tribe_ticket_capacity":"0","_ticket_start_date":"","_ticket_end_date":"","_tribe_ticket_show_description":"","_tribe_ticket_show_not_going":false,"_tribe_ticket_use_global_stock":"","_tribe_ticket_global_stock_level":"","_global_stock_mode":"","_global_stock_cap":"","_tribe_rsvp_for_event":"","_tribe_ticket_going_count":"","_tribe_ticket_not_going_count":"","_tribe_tickets_list":"[]","_tribe_ticket_has_attendee_info_fields":false,"footnotes":""},"field-of-interest":[],"organisation":[],"authorship":[48,83,85,33,217,194,196,214,287,320],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v22.3 (Yoast SEO v22.3) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Course: Advanced Econometrics \u2013 Non Parametric Methods in Econometrics - University of Luxembourg I Uni.lu<\/title>\n<meta name=\"description\" content=\"Professor: Gautam Tripathi ECTS: 2 Aims: This course is intended for PhD students. 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