統計分析手法

担当教員

加納 隆

単位数・配当学期・曜日・時限

4単位 冬学期 月曜4限 火曜1限

内容・進め方・主要文献等

Sound knowledge of statistical methods is inevitable for evaluating effects of social and economic policies and their welfare implications critically. This introductory course of statistical analysis covers the following basic topics in econometrics:

(1) Descriptive statistics
(2) Simple regression analysis
(3) Multiple regression analysis: estimation and inference
(4) Heteroskedasticity and serial correlation
(5) Estimation and inference by maximum likelihood
(6) Endogeneity and instrumental variables
(7) Simultaneity
(8) Limited dependent variables and sample selection
(9) Other topics

In addition, this course emphasizes practical applications of the above econometrics for policy evaluation using statistical software such as Matlab, STATA, and EViews. Students are expected to learn how to implement statistical analysis through solving problem sets and assignments.

教材等

Wooldridge, J.M., 2008, Introductory Econometrics: A Modern Approach, South/Western Publication.

成績評価の方法

Problem sets, mid-term, and final exams

関連項目