Просмотр кода страницы Icef-dse-2022-23

=Data science for economists=

===General info===

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

Lecturer: [https://www.hse.ru/staff/bbd/ Boris Demeshev]

Class teacher: Nikita Toropov

[https://t.me/icef_dse_2022_23 Tg channel]

[https://www.youtube.com/playlist?list=PLGpdGKp2JUvzdCI7DVy0vZP588Xk4iSIH 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. 

[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]

'''Week 2'''. Resampling methods 

Estimation of variance. Bootstrap in bootstrap.

===Wisdom sources===