Berkeley Symposium Economics, Statistics, and Computation for 1998, 1999, 2000 in Berkeley, California

1998、1999、2000 年伯克利经济学、统计和计算研讨会，加利福尼亚州伯克利

• 批准号: 9730461
• 负责人: Daniel McFadden
• 金额: $ 22.5万
• 依托单位: University of California-Berkeley
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1998
• 资助国家: 美国
• 起止时间: 1998-07-01 至 2002-02-28
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9730461&HistoricalAwards=false
• 关键词: Berkeley; Symposium; Economics; Statistics; Computation

9730461 McFadden As computational capacity has grown dramatically in recent decades, there has been a corresponding explosion in computational activity and research aimed at improving statistical inferences. Because this activity is widespread and diverse, new computational methods often permeate slowly among applied researchers and into instructional courses. The renewal for the Berkeley Symposium on Economics, Statistics, and Computation will provide a focal point for the dissemination of research, interaction between researchers in statistics and econometrics, demonstration of software, and instruction of graduate students. The intensive use of computation in solving statistical and econometric problems promises to yield solutions to otherwise intractable problems. In statistics, for example, bootstrap and related sampling techniques provide a general method for accurately approximating the sampling distribution of estimators and test statistics. In econometrics, simulation methods are used to cover come the intractability of such complex models as high-dimensional multinominal choice. These are two of many examples. Robust inference methods, graphical methods, Bayesian analyses, nonlinear time series models and semi- and non-parametric methods also draw heavily on new computational approaches. This project continues a program of annual symposia begun in 1993 with a combination of instructional surveys and research presentations, and a mix of junior and senior scholars. This grant supports symposia in each of the years 1998, 1999, and 2000. Each symposium will be about five days in length, and will be held in facilities at the Econometrics Laboratory and the Department of Economics at the University of California at Berkeley. The tentative topics are: Nonlinear & Non-Stationary Time Series Models; Statistical Software: Architecture, Languages, Algorithms; and Bayesian and Classical Econometrics: Computational Considerations. A secondary, but substantial, administrative task would be installation and testing of software provided by conference participants, and supervision of the documentation and release of this software through the Econometrics Laboratory Software Archives. ??

小行星9730461 随着近几十年来计算能力的急剧增长，旨在改善统计推断的计算活动和研究也相应激增。 由于这一活动是广泛和多样的，新的计算方法往往渗透缓慢的应用研究人员和教学课程。 伯克利经济学、统计学和计算研讨会的延期将为研究传播、统计学和计量经济学研究人员之间的互动、软件演示和研究生教学提供一个焦点。 在解决统计和计量经济学问题中大量使用计算，有望为其他棘手问题提供解决方案。 例如，在统计学中，自助法和相关的抽样技术提供了一种精确近似估计量和检验统计量的抽样分布的通用方法。 在计量经济学中，模拟方法被用来掩盖高维多项式选择等复杂模型的难解性。 这是许多例子中的两个。 稳健的推理方法、图形方法、贝叶斯分析、非线性时间序列模型以及半参数和非参数方法也大量采用新的计算方法。 该项目延续了1993年开始的年度研讨会计划，结合了教学调查和研究报告，以及初级和高级学者的组合。 这项赠款支持1998年、1999年和2000年每年的专题讨论会。 每次研讨会为期五天，在加州大学伯克利分校计量经济学实验室和经济系举行。 暂定的主题是：非线性非平稳时间序列模型;统计软件：架构，语言，算法;和贝叶斯和经典计量经济学：计算考虑。 一项次要但实质性的行政任务是安装和测试与会者提供的软件，并通过计量经济学实验室软件档案监督该软件的文档编制和发布。 ??