DGPE course Nonstandard Asymptotics for Two-Step Semiparametric Estimators

11-13 June 2018

2018.03.02 | Solveig Nygaard Sørensen

Date Mon 11 Jun Wed 13 Jun
Time 10:00    15:00
Location Fuglesangs Allé 4, 8210 Aarhus V, bldg. 2624, E2

Two-step semiparametric estimators are important in microeconometric theory and practice. The literature on (standard) asymptotics for such estimators and associated inference procedures is large. This course begins by reviewing some of the main results from that literature and then goes on to discuss more recent work on nonstandard asymptotics for two-step semiparametric estimators. The overall aim of the work on nonstandard asymptotics is to reduce the gap between the asymptotic theory and the finite sample "reality" the asymptotic theory is intended to approximate. In particular, the work is concerned with developing inference procedures that are valid under both standard and nonstandard asymptotics.

The lectures are intended to be self-contained and will follow a set of notes in the form of slides. PDF copies of these slides will be made available, as will PDF copies of those references that have not yet appeared in print.

A tentative course outline (including selective references) can be downloaded here.

Teaching schedule (preliminary)

2 X 1,5 hours per day (three days).


Michael Jansson
Edward G. and Nancy S. Jordan Family Professor of Economics 

University of California, Berkeley
E-mail Address: mjansson@econ.berkeley.edu  

Course fee

The course is free of charge for:

  • DGPE members from AU, KU, CBS, SDU
  • PhD students in Social Sciences from universities in Denmark and other Nordic countries.

The course fee is EUR300 for other participants.

ECTS points

Upon completing all course activities (attendance in all teaching blocks), participants will be awarded 4 ECTS credits and a course certificate.



The course takes place at Department of Economics and Business Economics, Aarhus University.


Administrative support Solveig Nygaard Sørensen, Aarhus University, sns@econ.au.dk  

14304 / i32