Semiparametric and Nonparametric Methods in Econometrics
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Period18 Mar - 24 Mar 2007
The main objective of this workshop was to bring together mathematical statisticians and econometricians who work in the field of nonparametric and semiparametric statistical methods. Nonparametric and semiparametric methods are active fields of research in econometric theory and are becoming increasingly important in applied econometrics. This is because the flexibility of non- and semiparametric modelling provides important new ways to investigate problems in substantive economics. Moreover, the development of non- and semiparametric methods that are suitable to the needs of economics presents a variety of mathematical challenges. Topics to be addressed in the workshop included nonparametric methods in finance, identification and estimation of nonseparable models, nonparametric estimation under the constraints of economic theory, statistical inverse problems, long-memory time-series, and nonparametric cointegration.