Tomorrow and Friday, I will give a crash course on advanced techniques in econometrics. Slides are now online (with animations). There will be breaks to discuss, and I will attend the doctoral seminar on Thursday.
Tag Archives: graduate
Graduate Course on Advanced Tools for Econometrics (2)
This Tuesday, I will be giving the second part of the (crash) graduate course on advanced tools for econometrics. It will take place in Rennes, IMAPP room, and I have been told that there will be a visio with Nantes and Angers. Slides for the morning are online, as well as slides for the afternoon.
In the morning, we will talk about variable section and penalization, and in the afternoon, it will be on changing the loss function (quantile regression).
Graduate Course on Advanced Tools for Econometrics (1)
This Monday, I will be giving the first part of the (crash) graduate course on advanced tools for econometrics. It will take place in Rennes, IMAPP room, and I have been told that there will be a visio with Nantes and Angers. Slides for the morning are online, as well as slides for the afternoon.
In the morning, we will talk about smoothing techniques, and in the afternoon, it will be on simulations and bootstrap techniques.
Advanced 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.
Advanced 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 this Thurdays, on Nonlinearities in Econometric models.
Graduate Course on Advanced Methods in Econometrics
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
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Nonlinear Regression Models and Smoothing Techniques
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Bootstrapping and Regression
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Penalized Regression Models and LASSO
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Quantile Regression and Expectiles
There will be slides available by the end of February.