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.

Course Convener

Russell Davidson is a Professor in the Department of Economics at McGill University and a Research Fellow for CIREQ, GREQAM.

Course Materials

Please see the attached file.

Course Schedule*

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.
*The course schedule is subject to change.

Enquiries and Registration

For further details please contact the NCER Administration Coordinator:

Angela Fletcher
Queensland University of Technology