Icef-dse-2022-23
Материал из Wiki - Факультет компьютерных наук
Версия от 10:17, 5 сентября 2022; Bdemeshev (обсуждение | вклад)
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