| 授業の目的 【日本語】 | | |
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| 授業の目的 【英語】 | | | This course aims to enhance research ability by learning standard econometrics methods with their statistical background. We deal with maximum likelihood method and generalized method of moments based on concepts in probability theory and statistical inference. |
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| 到達目標 【日本語】 | | |
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| 授業の内容や構成 | | 1. Probability
2. Random variable
3. Probability distribution 1
4. Probability distribution 2
5. Multivariate probability distribution 1
6. Multivariate probability distribution 2
7. Law of large numbers
8. Central limit theorem
9. Matrix algebra
10. Maximum likelihood method 1
11. Maximum likelihood method 2
12. Maximum likelihood method 3
13. Generalized method of moments 1
14. Generalized method of moments 2
15. Generalized method of moments 3
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| 履修条件・関連する科目 | | Basic knowledge at the undergraduate level of statistics is expected. Students also should be familiar with introductory matrix algebra and calculus.
This course will be taught in Japanese language. |
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| 成績評価の方法と基準 | | | The course grade will be based on two problem sets (25% each) and a take home final examination (50%). Students are asked to achieve the course objectives above to receive credit. |
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| 教科書・参考書 | | Cameron, A. C. and P. K. Trivedi, Microeconometrics: Methods and Applications, Cambridge Univ. Press, 2005.
Davidson, R. and J. G. MacKinnon, Econometric Theory and methods, Oxford Univ. Press, 2004. |
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| 課外学習等（授業時間外学習の指示） | | | Ungraded problem sets are available to help your self-study. Solutions will be delivered one week after the problem set is handed out. |
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| 注意事項 | | |
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| 授業開講形態等 | | |
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| 遠隔授業（オンデマンド型）で行う場合の追加措置 | | |
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