Econometrics
Faculty
ICHIMURA, Hidehiko
YAJIMA, Yoshihiro
Credit / Semester / Schedule
4 Credits / Winter Semester / Monday Period: 2 / Thursday Period: 3
Description
Abstract
This lecture teaches econometric models, methodology, its theoretical properties used in empirical economic data analysis. It includes regression model, time series model, panel data analysis, MLE and IV method. The students are divided into groups and each group has to do some empirical data analyses a few times and presents them about 10 minutes in the lecture.
The prerequisite is statistics of the undergraduate level or offered in the first semester of the graduate school.
Textbooks
Wooldridge, J. (2008) “Introductory Econometrics” 4th edition, Thomson South-Western
Reference Books
Stock, J. And M. Watson (2006) “Introduction to Econometrics,” 2nd edition, Addison Wesley
Hayashi, F. (2000), “Econometrics,” Princeton University Press.
Wooldridge, J. (2001) “Econometric Analysis of Cross Section and Panel Data” MIT Press
Course materials
Lecture Note
Grading
Empirical Analysis(30%） Final Written Examination（70%）