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.


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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