Icef-dse-2022-23

Data science for economists

General info

One semester course, 2022-23 iteration will use python.

Lecturer: Boris Demeshev

Class teacher: Nikita Toropov

Tg channel

Video lectures

Grades

Grade = 0.1 * HA1 + 0.1 * HA2 + 0.1 * HA3 + 0.1 * HA4 + 0.6 * Exam

Exam: offline, written form, no computers

HAs: offline, groups of two students are allowed

Logs

Week 1. Resampling methods

Naive bootstrap. Bootstrap of t-statistic.

Efron, Leisurely Look at bootstrap, jackknife and cv

Tim Hesterberg, What Teachers Should Know about the Bootstrap

Week 2. Resampling methods

Estimation of variance. Bootstrap in bootstrap.