BUSINESS AND ECONOMIC STATISTIC*

博士前期課程グローバル・スタディーズ研究科 - グローバル社会専攻

MZBD5100

コース情報

担当教員: 長谷部 拓也

単位数: 4

年度: 2024

学期: 春学期

曜限: 月3, 木3

形式: 対面授業

レベル: 600

アクティブラーニング: あり

他学部履修:

評価方法

レポート

30%

授業内期末試験

授業期間中

30%

中間試験

授業期間中

30%

その他

Homework Assignments

10%

詳細情報

概要

Note that you should have laptop PC (OS: Windows, Mac OS, or Linux) but not tablets for computer exercise for this course. 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. The use of econometrics is not limited to business and economics but also widely used in political science, sociology, education, and other social sciences. Thus this course is suitable for all those who are interested in the quantitative analysis in social sciences. 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 and computer skills are assumed (although it will be reviewed).

目標

The goal of this course is that you will (i) understand the concepts of econometric techniques properly, (ii) be able to apply those techniques to real data, and (iii) be familiar with ways to handle data using computer software 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 per class

スケジュール

  1. Introduction
  2. Introduction to R
  3. Review of Probability and Statistics
  4. Review of Probability and Statistics
  5. Simple Regression
  6. Simple Regression
  7. Simple Regression using R
  8. Multiple Regression: Estimation
  9. Multiple Regression: Estimation
  10. Multiple Regression: Estimation using R
  11. Multiple Regression: Inference
  12. Multiple Regression: Inference
  13. Multiple Regression: Inference using R
  14. Catch-up & Review
  15. Midterm Exam
  16. Multiple Regression: Specification
  17. Multiple Regression: Specficiation
  18. Multiple Regression: Specficiation using R
  19. Multiple Regression: Assessing Empirical Studies
  20. Multiple Regression: Assessing Empirical Studies
  21. Panel Data
  22. Panel Data
  23. Instrumental Variable Regrression
  24. Limited Dependent Variable
  25. Presentation
  26. Presentation
  27. Catch-up & Review
  28. Fianl Exam

教科書

The main textbooks (recommended but not required) Introductory Econometrics: A Modern Approach, by Jeffrey Wooldridge Using R for Introductory Econometrics, by Florian Heiss

    参考書

    Managerial Statistics, Abbreviated International Edition, by Gerald Keller

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