Topics

  • Nonparametric Regression
    Literature: Li and Racine (2007), Fan and Gijbels (1996), and Wand and Jones (1994)

  • Panel Data Analysis
    Literature: Hsiao (2014), Greene (2003), and Baltagi (2008)

  • Multilevel (Mixed Effects) Linear Models
    Literature: Gelman and Hill (2006), Verbeke and Molenberghs (2000), and Gałecki and Burzykowski (2013)

  • Covariance Matrix Estimators (HAC and Friends)
    Literature: White (2014), Ch. 6 and Vignettes of the sandwich R-package

  • Multiple Testing
    Literature: Romano and Wolf (2005), F. Bretz (2010), and Y. Hochberg (1987)

  • Statistical Learning with Sparsity (Lasso and Generalizations)
    Literature: Hastie, Tibshirani, and Wainwright (2015)


Alternative topics suggested by the participants are generally appreciated.

References

Li, Q., and J.S. Racine. 2007. Nonparametric Econometrics: Theory and Practice. Princeton University Press.

Fan, J., and I. Gijbels. 1996. Local Polynomial Modelling and Its Applications. 1. ed. Vol. 66. Monographs on Statistics and Applied Probability. Chapman & Hall/CRC.

Wand, M.P., and M.C. Jones. 1994. Kernel Smoothing. Vol. 60. Chapman & Hall/CRC.

Hsiao, C. 2014. Analysis of Panel Data. Cambridge university press.

Greene, W.H. 2003. Econometric Analysis. Pearson.

Baltagi, B. 2008. Econometric Analysis of Panel Data. John Wiley & Sons.

Gelman, A., and J. Hill. 2006. Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press.

Verbeke, G., and G. Molenberghs. 2000. Linear Mixed Models for Longitudinal Data. Springer.

Gałecki, A., and T. Burzykowski. 2013. Linear Mixed-Effects Models Using R: A Step-by-Step Approach. Springer.

White, H. 2014. Asymptotic Theory for Cconometricians. Academic press.

Romano, J.P., and M. Wolf. 2005. “Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing.” Journal of the American Statistical Association 100 (469): 94–108.

F. Bretz, P. Westfall, T. Hothorn. 2010. Multiple Comparisons Using R. Chapman; Hall/CRC.

Y. Hochberg, A.C. Tamhane. 1987. Multiple Comparison Procedures. Wiley Series in Probability; Statistics.

Hastie, T., R. Tibshirani, and M. Wainwright. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. CRC press.