The National Centre for Econometric Research (NCER) will hold a short course titled, "Bootstrapping" at QUT, from 26-29 March. (Five lectures over 4 days.)
All QUT higher degree research students and interested staff members are welcome to attend, free-of-charge. For other interested parties, please contact the Administration Coordinator for course fees.
All participants are required to contact the Administration Coordinator for registration purposes.
The lectures will be held in Room Z808, Gardens Point Campus, QUT.
Russell Davidson is a Professor in the Department of Economics at McGill University and a Research Fellow for CIREQ, GREQAM.
Please see the attached file.
|Date and Time||Topic|
Sessions 1&2 - Monday 26 March, 1:30pm to 5:30pm
Introduction, definitions, Monte Carlo tests.
Bootstrap tests and confidence intervals.
Session 3 - Tuesday 27 March, 9am to 11am
|Resampling. The bootstrap discrepancy.|
Session 4 - Wednesday 28 March, 1:30pm to 3:30pm
|More on the bootstrap discrepancy. Multivariate models, weak instruments.|
Session 5 - Thursday 29 March, 8:30am to 10:30am
|Other topics, most likely including nonlinear models, heteroskedasticity, serial correlation.|
For further details please contact the NCER Administration Coordinator:
Queensland University of Technology