Econometrics (II)

Faculty

YAJIMA, Yoshihiro

Credit / Semester / Schedule / Language

2 Credits / Winter / Monday Period: 3 / English

Objectives/Overview

We study the statistical methodology for understanding economic phenomena by analyzing empirical data. The outline of the lecture is following:
1.Linear Regression Analysis
2.Micro Econometric Analysis
3.Macro Econometric Analysis
In the winter term, we study analyzing time series data and panel data. This lecture also provides computer exercises of actual economic data by using STATA.

Keywords

Statistics, Probability Theory, Regression Model, Simultaneous Equation Model, Time Series Analysis, Panel Data Analysis

Schedule

The first one-third lectues is devoted to a fundamental theory of stochastic processes and time series analysis. Next we give lectures on Chapters 10, 11, 12, 13, 14 and 18 of Wooldridge's book.

Teaching Methods

We upload the lecture notes to the HP.

Grading

The small tests and the final examination

Required Text

Wooldridge, J."Introductry Econometrics"(2009)Thompson

Reference Books

To be announced in the lectures

Notes on Taking the Course

経済学部開講科目専門科目「統計」、専門科目2, 4「数理統計」選択科目「数学I」
後式は前提とする。