1996 NSF Summer Symposium:
The Bootstrap

Peter Bickel, Statistics, University of California, Berkeley
10:45 - 11:45 a.m.; 608-7 Evans Hall
Bootstraps for Time Series

Jon Wellner, Statistics, University of Washington
1:00 - 2:00 p.m.; 608-7 Evans Hall
Bootstrapping Z Estimators

Afternoon social (soft drinks and snacks)
2:00 - 2:30 p.m.; 639 Evans Hall

Yihui Zhan, Statistics, University of Washington
2:30 - 3:15 p.m.; 608-7 Evans Hall
Double Censoring with a Hybrid EM-ICM Algorithm

Harry Paarsch, Economics, University of Iowa
3:30 - 5:00 p.m.; 614 and 616 Evans Hall
Graduate Student Computer Lab: Introduction to Implementing the Bootstrap on a Computer
Note: Computer Workshops are limited to instructors and invited graduate students.

Bradley Efron, Statistics, Stanford University
10:45 - 11:45 a.m.; 608-7 Evans Hall
Conversion Curves and the Accuracy of Bootstrap Confidence Intervals

Joel Horowitz, Economics, University of Iowa
1:00 - 2:00 p.m.; 608-7 Evans Hall
Bootstrap Methods for Median Regression Models

Afternoon social (soft drinks and snacks)
2:00 - 2:30 p.m.; 639 Evans Hall

Qi Li, Economics, University of Guelph
2:30-3:30 p.m.; 608-7 Evans Hall
A Simple Consistent Bootstrap Test for a Parametric Regression Function

Shaowen Wu, Economics, Ohio State University
3:45 - 4:30 p.m.; 608-7 Evans Hall
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test, Evidence from Simulations and the Bootstrap (with G.S. Maddala)

Jian-Jian Ren, Statistics, University of Nebraska
10:45 - 11:45 a.m.; 608-7 Evans Hall
Self-Consistent Estimator, Bootstrap and Censored Data

Soumendra Lahiri, Statistics, Iowa State University
1:00 - 2:00 p.m.; 608-7 Evans Hall
On Resampling Methods under Long Range Dependence

Afternoon social (soft drinks and snacks)
2:00 - 2:30 p.m.; 639 Evans Hall

Lutz Kilian, Economics, University of Pennsylvania
2:30 - 3:15 p.m.; 608-7 Evans Hall
Small Sample Confidence Intervals for Impulse Response Functions

Moshe Buchinsky, Economics, Yale University
3:30 - 5:00 p.m.; 614 and 616 Evans Hall
Graduate Student Computer Lab: Bootstrapping Quantile Regression Models and Other Methods
Note: Computer Workshops are limited to instructors and invited graduate students.

Yuichi Kitamura, Economics, University of Minnesota
10:15 - 11:15 a.m.; 608-7 Evans Hall
Empirical Likelihood and the Bootstrap for Time Series Regressions

Lunch for the Yosemite group
11:15-12:00 n.; 639 Evans Hall

People going quadratic hill climbing in Yosemite National Park should leave their packs in 639 Evans in the morning. Pick up your lunch around 11:30 and get ready to leave in vanpools promptly at noon.

You'll be on your own for dinner at Curry Village when we arrive in the evening. Other meals during the camping trip will be catered by our gourmet chefs, Dan McFadden and Paul Ruud.

Photographs from Yosemite National Park

A full view of El Capitan as you enter Yosemite. This is a side view of El Capitan. Anyway you view it, that is a large chunk of rock. No one in the group felt inspired to climb it.

A view of Yosemite falls (just the upper part) as you enter the park. The linear stepwise group walked a little bit stiffly when they got back, but everyone seemed to enjoy the falls (Claudia and Moshe Buchinsky, Paul Rilstone, Russell Davidson, and Yuichi Kitamura).

A view of Half Dome as you approach Curry Village. Our cabins were just below Half Dome and North Dome. The quadratic hill climb group were exhausted but justifiably proud of having climbed Half Dome in record time (Emmanuel Flachaire, Chien-Hua Wu, Helge Blaker, Chris Stomberg, Dan Newlon, and Phillip Leslia).

The Saturday dinner cooks, led by Dan McFadden. The group includes Sue Horowitz, Sumana Bandyopadhyay, Moshe and Claudia Buchinsky, and Grace Katagiri and Brad Itokazu. Here's Joel Horowitz (with Yuichi Kitamura), who organized this year's symposium, enjoying the dinner after a strenuous 16-mile hike in Tuolumne Meadows. The group included Paul Ruud and Bronwyn Hall, who look as though they don't quite know what to do about dinner.

Russell Davidson, GREQAM, France
10:45 - 11:45 a.m.; 608-7 Evans Hall
The Size and Power of Bootstrap Tests (with J. MacKinnon)

Oliver Linton, Economics, Yale University
1:00 - 2:00 p.m.; 608-7 Evans Hall
Higher Order Approximation for Semiparametric Estimation and Testing

Afternoon social (soft drinks and snacks)
2:00 - 2:30 p.m.; 639 Evans Hall

Emmanuel Flachaire, GREQAM, France
2:30 - 3:15 p.m.; 608-7 Evans Hall
Monte Carlo Evidence on the Behavior of the Wild Bootstrap in the Presence of Leverage Points

Bill Brown, Economics, Rice University
3:30 - 5:00 p.m.; 616 Evans Hall
Graduate Student Computer Lab: Simulation Variance Reduction for Bootstrapping
Note: Computer Workshops are limited to instructors and invited graduate students.

Frank Diebold, Economics, University of Pennsylvania
10:45 - 11:45 a.m.; 608-7 Evans Hall
Dynamic Equilibrium Economies: A Framework for Comparing Models and Data (with Ohanian and Berkowitz)

Helge Blaker, Statistics, University of California, Berkeley
1:00 - 2:00 p.m.; 608-7 Evans Hall
C_L Estimation, Minimaxity and Bootstrapping

Armando Levy, Economics, University of California, Berkeley
2:15-3:15 p.m.; 608-7 Evans Hall
Nonparametric Estimation of Truncation Bias for Telecommunications Demand