INTERMEDIATE ECONOMETRICS
経済学部 - 経済学科
EECS5034
コース情報
担当教員: 髙橋 雅生
単位数: 2
年度: 2024
学期: 春学期
曜限: 水3
形式: 対面授業
レベル: 200
アクティブラーニング: なし
他学部履修: 可
評価方法
定期試験
定期試験期間中
詳細情報
概要
In this course students learn the basics of econometrics, in particular classical ordinary least squares (OLS) regression analysis, which will help them to conduct quantitative analysis of social issues. Emphasis is placed on understanding the assumptions underlying OLS models. In this course students will acquire statistical analysis skills.
目標
Students will be able to: - Explain how to obtain OLS estimates and the necessary conditions for the unbiasedness of OLS estimators; - Understand and interpret correctly the results of OLS analysis; - Read and critically understand academic papers using OLS and determine whether the essential conditions for conducting regression analysis are met in the study.
授業外の学習
Students are expected to read the designated sections of the textbook before each class and review the material after class. On average, students should spend at least three hours each week on preparation and review.
所要時間: 200 minutes
スケジュール
- Economic Questions and Data
- Review of Probability (1)
- Review of Probability (2)
- Review of Statistics (1)
- Review of Statistics (2)
- Linear Regression with One Regressor (1)
- Linear Regression with One Regressor (2)
- Linear Regression with One Regressor (3)
- Linear Regression with Multiple Regressors (1)
- Linear Regression with Multiple Regressors (2)
- Linear Regression with Multiple Regressors (3)
- Regression with Panel Data (1)
- Regression with Panel Data (2)
- Summary
教科書
Textbooks are listed below.
Introduction to Econometrics
著者: James Stock and Mark Watson
出版社: Pearson Education Limited・2019
参考書
Mastering 'Metrics: The Path from Cause to Effect
著者: Joshua D. Angrist and Jorn-steffen Pischke
出版社: Princeton University Press・2014