NAMSEF

Nonparametric and Semiparametric Methods in Economics and Finance

Coordinatore	THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE    more 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

#	participant	country	role	EC contrib. [€]
1	LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE  Organization address address: Houghton Street 1 city: LONDON postcode: WC2A 2AE contact info Titolo: Ms. Nome: Bhimla Cognome: Dheermojee Email: send email Telefono: +44 (0)20 7955 6825 Fax: +44 20 7955 6187	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 city: CAMBRIDGE postcode: CB2 1TN contact info Titolo: Ms. Nome: Renata Cognome: Schaeffer Email: send email Telefono: +44 1223 333543 Fax: +44 01223 332988	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 city: CAMBRIDGE postcode: CB2 1TN contact info Titolo: Prof. Nome: Oliver Bruce Cognome: Linton Email: send email Telefono: +44 1223 335200	UK (CAMBRIDGE)	hostInstitution	758˙988.16

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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.