Icef-dse-2022-23 — различия между версиями
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Bdemeshev (обсуждение | вклад) (→General info) |
Bdemeshev (обсуждение | вклад) |
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===Logs=== | ===Logs=== | ||
| − | '''Week 1'''. Resampling methods | + | '''Week 1'''. Resampling methods |
| − | Naive bootstrap | + | Naive bootstrap. Bootstrap of t-statistic. |
[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] | [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] | ||
[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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| + | '''Week 1'''. Resampling methods | ||
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| + | Estimation of variance. Bootstrap in bootstrap. | ||
===Wisdom sources=== | ===Wisdom sources=== | ||
Версия 10:35, 12 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. Bootstrap of t-statistic.
Efron, Leisurely Look at bootstrap, jackknife and cv
Tim Hesterberg, What Teachers Should Know about the Bootstrap
Week 1. Resampling methods
Estimation of variance. Bootstrap in bootstrap.
