Icef-dse-2022-23 — различия между версиями
Материал из Wiki - Факультет компьютерных наук
Bdemeshev (обсуждение | вклад) (→Data science for economists) |
Bdemeshev (обсуждение | вклад) |
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===Logs=== | ===Logs=== | ||
| − | Week 1. Resampling methods. | + | *Week 1*. Resampling methods. |
Naive bootstrap. Estimation of variance. Bootstrap of t-statistic. | Naive bootstrap. Estimation of variance. Bootstrap of t-statistic. | ||
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[https://arxiv.org/abs/1411.5279 Tim Hesterberg, What Teachers Should Know about the Bootstrap] | [https://arxiv.org/abs/1411.5279 Tim Hesterberg, What Teachers Should Know about the Bootstrap] | ||
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===Wisdom sources=== | ===Wisdom sources=== | ||
Версия 10:17, 5 сентября 2022
Data science for economists
General info
One semester course, 2022-23 iteration will use python.
Lecturer: Boris Demeshev
Class teacher: Nikita Toropov
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. Estimation of variance. Bootstrap of t-statistic.
Efron, Leisurely Look at bootstrap, jackknife and cv
Tim Hesterberg, What Teachers Should Know about the Bootstrap
