Semiparametric and Nonparametric Methods in Econometrics (09w5032)
Organizers
Yacine Ait-Sahalia (Princeton University)
Joel L. Horowitz (Northwestern University)
Oliver Linton (London School of Economics)
Enno Mammen (University of Mannheim)
Description
The main objective of this workshop is 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 semi-parametric modelling provides important new ways to investigate problems in substantive economics. Moreover, the development of non- and semi-parametric methods that are suitable to the needs of economics presents a variety of mathematical challenges.
The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the US National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).