The cemmap Master Classes offer authoritative, high level expositions of topics in the area of social science research methods and their application. The inaugural cemmap Master Class will be taught by Professor Joel Horowitz.
Professor Horowitz is a Fellow of the Econometric Society, Co-Editor of Econometrica and winner of the 1994 Richard Stone Prize in Applied Econometrics. He has made fundamental contributions to the development and application of econometric methods in many fields. He is the author of Semiparametric Methods in Econometrics, Springer-Verlag, 1998, and of “The Bootstrap”, forthcoming in the Handbook of Econometrics, Vol. 5.
- The Master Class will cover the following topics:
- The problem to be solved and motivation for the bootstrap.
- Bootstrap consistency.
- Subsampling methods.
- Introduction to asymptotic refinements: bias reduction.
- Informal introduction to Edgeworth expansions.
- Asymptotic refinements for rejection probabilities of tests and coverage probabilities of confidence intervals.
- Bootstrap methods for time-series data.