Skip to main content
Go to the home page of the European Commission (opens in new window)
English English
CORDIS - EU research results
CORDIS
Content archived on 2024-06-18

Nonparametric and Semiparametric Methods in Economics and Finance

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.

Fields of science (EuroSciVoc)

CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.

You need to log in or register to use this function

Keywords

Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)

Topic(s)

Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.

Call for proposal

Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.

ERC-2008-AdG
See other projects for this call

Funding Scheme

Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.

ERC-AG - ERC Advanced Grant

Host institution

THE CHANCELLOR MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE
EU contribution
€ 758 988,16
Address
TRINITY LANE THE OLD SCHOOLS
CB2 1TN CAMBRIDGE
United Kingdom

See on map

Region
East of England East Anglia Cambridgeshire CC
Activity type
Higher or Secondary Education Establishments
Links
Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

No data

Beneficiaries (2)

My booklet 0 0