NAMSEF
Nonparametric and Semiparametric Methods in Economics and Finance
| Coordinatore | THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE
Spiacenti, non ci sono informazioni su questo coordinatore. Contattare Fabio per maggiori infomrazioni, grazie. |
| Nazionalità Coordinatore | United Kingdom [UK] |
| Totale costo | 1˙200˙000 € |
| EC contributo | 1˙200˙000 € |
| Programma | FP7-IDEAS-ERC
Specific programme: "Ideas" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013) |
| Code Call | ERC-2008-AdG |
| Funding Scheme | ERC-AG |
| Anno di inizio | 2009 |
| Periodo (anno-mese-giorno) | 2009-03-01 - 2014-02-28 |
Partecipanti
| # | ||||
|---|---|---|---|---|
| 1 |
LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE
Organization address
address: Houghton Street 1 contact info |
UK (LONDON) | beneficiary | 441˙011.84 |
| 2 |
THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE
Organization address
address: The Old Schools, Trinity Lane contact info |
UK (CAMBRIDGE) | hostInstitution | 758˙988.16 |
| 3 |
THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE
Organization address
address: The Old Schools, Trinity Lane contact info |
UK (CAMBRIDGE) | hostInstitution | 758˙988.16 |
Mappa
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Obiettivo del progetto (Objective)
This proposal is about developing nonparametric methodology for applications in economics and finance. It is broadly in two parts. The first part is related to my work on separable nonparametric models, which is at the frontier of econometric methodology. I am working on a number of projects that extend the applicability of these methods to problems of current interest. The second part is related to my work on testing stochastic dominance, which is a topic of considerable current interest and considerable scope of application. This work involves several extensions of existing methodology and its application to new problems. Both sets of projects involve theoretical work in terms of defining estimators and test statistics and analyzing their properties. They also involve application of the methodology to simulated and real data. This involves developing efficient computer programmes and running them on state of the art machines. Because the procedures we develop are complicated functions of the data they are very time consuming to implement, especially time consuming to implement well.