An introduction to nonparametric econometrics. The goal is to learn how to estimate parameters of interest by "letting the data speak", that is, imposing as few modeling assumptions as possible. The course starts with simple density and distribution function estimators, and then moves on to methods for nonparametric and semiparametric regression such as kernel regression, local polynomials and series estimators.
2
UnitsLetter
Grading1, 2, 3
PasstimeGraduate students only
Level LimitLetters and science
CollegeThe biggest thing is to completely understand the slides. You get a front+back cheat sheet so copy down definitions, proofs, and the practice problem solutions. A lot of the tests are making sure you hit buzzwords and showing your work exactly how it's shown in slides and class. The one test drop helped me get an A. The class was curved a little.
TA grading was really rough with all FRQ on the exams, lecture was helpful in the beginning but as things pick up it moved to fast and was too complicated. Drops the lowest exam though so make sure to study hard on the first one, as it's much easier than the others to come
Class is tough, but he's a good guy and a strong professor. There's no way to make the class easy, but he doesn't make it unnecessarily hard. Limited practice problems and lectures aren't great, so honestly use AI to drill the material. He tests problems you've never seen before -- best way to study is to understand concepts. 3 exams, 1 dropped.
This was first ever C, which is lucky considering how bad I did on the exams. u come to realize that the tests are graded super specifically and you have to show ur work exactly as the lecture slides, not to mention they include stuff u never learned. There was barely any practice work or access to help so it genuinely was such a hard class. gl
His teaching style is just kinda rude and it's hard to follow the complex statistical concepts he teaches in class. Studied my best for the tests but still barely passed the class, but to be fair, statistics isn't my strong suit. I would recommend trying to take 140A with a different professor if you can or take it abroad :(
easy to do well if you show up to lecture, I didn't even have to take the final and got an A. That being said I'd definetly fail the final if I had to take it cause the course picks up really quick about half way through.