Nonparametric and Semiparametric Models

4 credits

Topics include neural networks, kernels, series, splines, estimation of densities and spectra, smoothing parameter selection, semiparametric models, efficiency and adaptation, forecasting with nonlinear models, over-fit, computation, and interpretation. Prerequisites: graduate standing and ECON 220A, 220B, 220C, 220D, and 220E or consent of instructor.