Econometric and Statistical Methods: Special Topics

Econometric and statistical methods: special topics (JEL C4) cover specialized estimation and inference methods.

Scope

It includes nonparametric and semiparametric methods, duration and survival analysis, and other special techniques.

Sub-topics

• General
• Duration Analysis • Optimal Timing Strategies
• Index Numbers and Aggregation
• Operations Research • Statistical Decision Theory
• Neural Networks and Related Topics
• Specific Distributions • Specific Statistics
• Other

Core questions

• How are relationships estimated without strong functional-form assumptions?
• How are durations and survival analysed?
• What special methods exist?

Key concepts

• Nonparametric methods
• Semiparametric estimation
• Duration analysis
• Quantile regression
• Bayesian methods

Frequently asked questions

What are nonparametric methods?

Estimation techniques that avoid assuming a specific functional form, letting the data determine relationships.