Icef-dse-2022-23 — различия между версиями

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(не показано 8 промежуточных версии этого же участника)
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=Data science for economists=
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===General info===
 
===General info===
  
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Class teacher: Nikita Toropov
 
Class teacher: Nikita Toropov
  
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[https://t.me/icef_dse_2022_23 Tg channel]
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[https://www.youtube.com/playlist?list=PLGpdGKp2JUvzdCI7DVy0vZP588Xk4iSIH Video lectures]
  
 
===Grades===
 
===Grades===
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HAs: offline, groups of two students are allowed
 
HAs: offline, groups of two students are allowed
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===Logs===
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'''Week 1'''. Resampling methods
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Naive bootstrap. Bootstrap of t-statistic.
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[http://web.cecs.pdx.edu/~cgshirl/Documents/Demonstrations/1983%20Efron%20Gong%20A%20Leisurely%20Look%20at%20the%20Bootstrap%20Jackknife%20CV%20CV_Boot_Jack2685844.pdf Efron, Leisurely Look at bootstrap, jackknife and cv]
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[https://arxiv.org/abs/1411.5279 Tim Hesterberg, What Teachers Should Know about the Bootstrap]
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'''Week 2'''. Resampling methods
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Estimation of variance. Bootstrap in bootstrap.
  
 
===Wisdom sources===
 
===Wisdom sources===

Текущая версия на 10:50, 17 сентября 2022

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.

Wisdom sources