DGPE PhD course: The Bootstrap

24-25 February 2015. Lecturer: Professor Russell Davidson, McGill University

2014.02.25 | Solveig Nygaard Sørensen

Date Tue 24 Feb
Time 10:00 14:30
Location Fuglesangs Allé 4, 8210 Aarhus V, blgd. 2610, 530

The bootstrap is a statistical technique used more and more widely in econometrics. Al-
though the principle of the bootstrap does not depend on simulation, in practice simulation
is almost always necessary for its implementation. Bootstrapping always involves setting
up a bootstrap data-generating process (DGP). The main types of bootstrap DGP in
current use will be discussed in the course, with examples of their use in econometrics.

Registration

  • Registration via webshop

The course is free of charge for DGPE members from AU, KU, CBS, SDU, and Nordic universities. The course fee is EUR 100 for other participants.

Administrative support: Solveig Nygaard Sørensen, sns@creates.au.dk

DGPE Courses