ECONOMIC STATISTICS*
国際教養学部
AIBE3400
コース情報
担当教員: 長谷部 拓也
単位数: 4
年度: 2024
学期: 秋学期
曜限: 月2, 木2
形式: 対面授業
レベル: 300
アクティブラーニング: あり
他学部履修: 可
評価方法
レポート
授業内期末試験
授業期間中
中間試験
授業期間中
小テスト等
その他
Homework Assignment 10%
詳細情報
概要
Prerequisite: MTH111 (Mathematics and Statistics for Business and Economics) Students should have basic understanding of statistics. Basic computer skills (MS Excel) are also necessary. This course is an introductory econometrics course that mainly covers linear regression models. Econometrics is a tool that identifies the causal relationships between variables that is indispensable to implement reliable quantitative evaluation of business, economic, or public policy. I will introduce how the tools are applied to "real problems" to motivate your study. The emphasis will be on practical application, and we will make extensive use of computer software. Basic knowledge of statistics is assumed (although it will be reviewed).
目標
The goal of this course is that you will (i) understand the concepts of statistical techniques properly, (ii) be able to use those concepts to analyze economics and business in quantitatively manners, and (iii) be familiar with ways to handle data using a computer software (MS EXCEL and R/RStudio).
授業外の学習
Preparation of class materials and reading assignments (60 minutes). Work on class assignments (60 minutes). Review class lecture and do quizzes (70 minutes).
所要時間: 190 minutes
スケジュール
- Introduction
- Introduction to R
- Review of Probability and Statistics
- Review of Probability and Statistics (Using R)
- Simple Regression: Estimation
- Simple Regression: Estimation (Properities)
- Simple Regression: Estimation (Using R)
- Multiple Regression: Estimation
- Multiple Regression: Estimation (Properities)
- Multiple Regression: Estimation (Using R)
- Multiple Regression: Inference (I)
- Multiple Regression: Inference (II)
- Multiple Regression: Inference (Using R)
- Catch-up and Review
- Midterm Exam
- Multiple Regression: Specification (I)
- Multiple Regression: Specification (II)
- Multiple Regression: Specification (Using R)
- Multiple Regression: Assessing Empirical Studies
- Multiple Regression: Assessing Empirical Studies (Discussion on writing project)
- Panel Data
- Panel Data (Using R)
- Instrumental Variable Regression
- Instrumental Variable Regression (Using R)
- Presentation (I)
- Presentation (II)
- Catch-up and Review
- Final Exam
教科書
This course is based on the following textbooks, which are not required but highly recommended.
Introductory Econometrics: A Modern Approach
著者: Jeffrey Wooldridge
出版社: 2016
Using R for Introductory Econometrics
著者: Florian Heiss
出版社: 2016
参考書
Managerial Statistics
著者: Gerald Keller
出版社: 2008