PPT-Applying bootstrap methods to time series and regression mo

An Introduction to the Bootstrap by Efron and Tibshirani c hapters 89 MSc Seminar in statistics TAU March 2017 By Yotam Haruvi 1 The general problem So far weve seen so called . Basic time series. Data on the outcome of a variable or variables in different time periods are known as time-series data.. Time-series data are prevalent in finance and can be particularly challenging because. Day 1. Lock, Lock, Lock Morgan, Lock, and Lock. MAA . Minicourse. – Joint Mathematics Meetings. Baltimore, MD. January 2014. The Lock. 5. Team. Dennis. Iowa State. Kari. Harvard/Duke. Eric. UNC/Duke. . and Randomization Procedures. Dennis Lock. Statistics Education Meeting. October 30, 2012. 1. An introductory statistics book writing with my family. Robin H. Lock (St. Lawrence). Patti F. Lock (St. Lawrence). Patti Frazer Lock Kari Lock Morgan. Cummings Professor of Mathematics Assistant Professor of the Practice. St. Lawrence University Duke University. AMATYC. November, 2012. The Lock. 5. Day 1. Lock, Lock, Lock, Lock, and Lock. Minicourse. – Joint Mathematics Meetings. Boston, MA. January 2012. WiFi. : . marriotconference. , password: 1134ams. Introductions. :. Name. Institution. Patti Frazer Lock Kari Lock Morgan. Cummings Professor of Mathematics Assistant Professor of the Practice. St. Lawrence University Duke University. AMATYC. November, 2012. The Lock. 5. Model Building in Econometrics. Parameterizing the model. Nonparametric analysis. Semiparametric analysis. Parametric analysis. Sharpness of inferences follows from the strength of the assumptions. A Model Relating (Log)Wage . Some Basic Concepts. Reference : Gujarati, Chapters 21. Course . Incharge. : . Prof. Dr. . Himayatullah. Khan. Time Series Data. One of the . important. and . frequent. types of data used in empirical . . Logistic Regression III. Diagnostics and Model Selection. 2. Outline. • . Checking model assumptions. - outlying and influential points. - linearity. • . Checking model adequacy . . - Hosmer- Lemeshow test. Day 1. Lock, Lock, Lock, Lock, and Lock. Minicourse. – Joint Mathematics Meetings. Boston, MA. January . 2012. WiFi. : . marriotconference. , password: 1134ams. Introductions. :. Name. Institution. Ariel . Kleiner. , . Ameet. Talwalkar, . Purnamrita. Sarkar, Michael I. Jordan. Why bootstrap?. Made . it possible to use computers not only to compute estimates but also to assess the quality . of . Patti Frazer Lock Kari Lock Morgan. Cummings Professor of Mathematics Assistant Professor of the Practice. St. Lawrence University Duke University. AMATYC. November, 2012. The Lock. 5. Some Basic Concepts. Reference : Gujarati, Chapters 21. Course . Incharge. : . Prof. Dr. . Himayatullah. Khan. Time Series Data. One of the . important. and . frequent. types of data used in empirical . Chapter 18. Learning Objectives. LO18-1. Define and describe the components of a time series.. LO18-2. Smooth a time series by computing a moving average.. LO18-3. Smooth a time series by computing a weighted moving average..