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Teaching Nonparametric Econometrics to Undergraduates

Author

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  • Henderson Daniel J.

    (Department of Economics, Finance and Legal Studies, University of Alabama, Box 870224, Tuscaloosa, AL 35487-0224, USA)

  • Parmeter Christopher F.

    (Department of Economics, University of Miami, Miami, FL 33146-2000, USA)

Abstract

Given the popularity of nonparametric methods in applied econometric research, it is beneficial if students have exposure to these methods. We provide a simple, heuristic overview that can be used to discuss smoothing and nonparametric density and regression estimation suitable for an undergraduate econometrics class. We make connections to existing methods known to students (e.g. weighted least-squares through the idea of local weighting) which allows easy access to these methods. Examples are given as well as a discussion of available methods across an array of statistical software to fit the needs of educators.

Suggested Citation

  • Henderson Daniel J. & Parmeter Christopher F., 2016. "Teaching Nonparametric Econometrics to Undergraduates," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 179-193, January.
    • Handle: RePEc:bpj:jecome:v:5:y:2016:i:1:p:179-193:n:10
    DOI: 10.1515/jem-2015-0007
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Christopher F Parmeter, 2025. "A tourist in the economics of tourism: Reflections on nonparametric estimation of stochastic frontier models," Tourism Economics, , vol. 31(1), pages 53-71, February.
    2. Fritsch, Markus & Pua, Andrew Adrian Yu & Schnurbus, Joachim, 2024. "Teaching advanced topics in econometrics using introductory textbooks: The case of dynamic panel data methods," International Review of Economics Education, Elsevier, vol. 47(C).

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