Winter semester 2026/27
Lecture „Semiparametric Methods in Econometrics and Applications“, 5 ECTS, for Master Students
This course presents nonparametric and semiparametric regression techniques which are part of the tool set of modern microeconometric methods and applications. The course covers saturated OLS regression, kernel density estimation, nonparametric regression, partially linear models, semiparametric selection models, inverse probability weighting, penalized regression models as well as parametric and nonparametric quantile regression as basic tools. These methods are used for cross-section data and longitudinal data. Students will familiarize themselves with applying the methods based on selected applications in economic research papers.
Further information: Outline_Semiparametric_Methods