Hermann Otto Hirschfeld Lecture 2003

Bootstrap

CASE-Logo Wiwi-gesellschaft-Logo

Joel Horowitz

Northwestern University


Hermann Otto
              Hirschfeld Logo

October 16 - 17, 2003

Location

ROOM 203
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
D-10178 Berlin

Topics

 1.  Definition of the bootstrap
 2.  Bootstrap consistency
 3.  Edgeworth expansions
 4.  Asymptotic refinements
 5.  Bootstrap for parametric time-series models
 6.  The block bootstrap
 7.  Bootstrap for Markov processes
 8.  Unit root models
 9.  Research topics

Schedule

October 16, 2003

October 17, 2003


14:00 - 14:15
14:15 - 14:30
14:30 - 15:45
15:45 - 16:15
16:15 - 17:30


Official welcome
Personal recollections (J. Molet)
Lecture 1
Break
Lecture 2


09:00 - 10:15
10:15 - 10:45
10:45 - 12:00
12:00 - 14:00
14:00 - 15:00
15:00 - 15:15
15:15 - 16:15


Lecture 1
Break
Lecture 2
Lunch
Lecture 3
Break
Lecture 4

Enrolment

We ask anyone wishing to participate to detach the reservation part from the leaflet (not available online) and send it to us by fax. The participation is free thanks to the sponsoring from Wirtschaftswissenschaftliche Gesellschaft.


Related events: Art of Semiparametrics (October 18--20, 2003)!


CASE - Center for Applied Statistics and Economics
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 BERLIN


Tel: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
stat@wiwi.hu-berlin.de