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.
I will give a short graduate course for PhD students, in Rennes, on Thurday mornings, in March (2nd, 9th, 23rd and 30th). The agenda will be
Nonlinear Regression Models and Smoothing Techniques
Bootstrapping and Regression
Penalized Regression Models and LASSO
Quantile Regression and Expectiles
There will be slides available by the end of February.