計量経済学

崔　允　禎

13080

夏

月曜５限・水曜２限

４

This course provides an introduction to econometric methods including classical linear regression models as well as variations where ideal conditions are not met and a classical linear regression is not appropriate. Then it moves to times series analysis. Furthermore, it deals with more advance topics such as a simple panel data analysis and discrete choice model.

For each topic, the class starts with examples, basic theories and methods, and then moves to empirical applications. So our goal of this class is that students not only understand sufficient econometric theory to move to the next level for more advanced topics in micro/macro/public policy, but also are able to analyze real economic data through hands-on experience. The emphasis will be on causality inference and the analysis of the effectiveness of policy.

J.M. Wooldridge (2002), Introductory Econometrics, Thomson South-Western College
Reference :
P.A. Kennedy (2003), A Guide to Econometrics, 5th edition, MIT Press. (for good intuition)
山本 拓 (1995), 計量経済学, 新世社

Problem sets (10%)
Exam: Two midterm exams (25% each) & a cumulative final exam (40%)