学部・大学院区分
Undergraduate / Graduate
開・博前
時間割コード
Registration Code
3068500
科目区分
Course Category
専門・プログラム
Program
科目名 【日本語】
Course Title
応用計量経済学
科目名 【英語】
Course Title
Applied Econometrics
コースナンバリングコード
Course Numbering Code
INT2L6012E
担当教員 【日本語】
Instructor
MENDEZ GUERRA Carlos albe ○
担当教員 【英語】
Instructor
MENDEZ GUERRA Carlos alberto ○
単位数
Credits
2
開講期・開講時間帯
Term / Day / Period
秋 木曜日 1時限
Fall Thu 1
授業形態
Course style
講義
Lecture


授業の目的 【日本語】
Goals of the Course(JPN)
このコースでは、定量的な経済分析のための古典的な手法と新しい手法の両方を概観する。古典的な回帰手法のレンズを通して、横断的データセットやパネルデータセットなど、複数のタイプの社会経済データからパターンを発見し、洞察を引き出すことができるようになります。 定量的手法の基本的な理解を深めた後、R、Stata、Geoda、Pythonなどの様々なソフトウェアパッケージやプログラミング言語を使って、その適用方法を学びます。より現代的な定量的手法のレンズを通して、空間計量経済学のモデリングの基本的な理解を深めます。 また、統計学、回帰分析、統計プログラミングの原理について、必要な学生にはオンラインで補足講義とチュートリアルを提供します。
授業の目的 【英語】
Goals of the Course
This course provides an overview of both classical and emerging new methods for quantitative economic analysis. Through the lens of classical regression methods, students will be able to uncover patterns and extract insights from multiple types of socioeconomic data, including cross-sectional and panel datasets. After developing a basic understanding of the quantitative methods, students will learn how to apply them using various software packages and programming languages, including R, Stata, Geoda, and Python. Through the lens of more modern quantitative methods, students will develop a basic understanding of spatial econometrics modeling. The course also provides supplementary online lectures and tutorials on principles of statistics, regression analysis, and statistical programming for those students who need them.
到達目標 【日本語】
Objectives of the Course(JPN)
-統計的手法を使用して、さまざまな社会経済データからパターンを明らかにすることができます。
-複数のソフトウェアパッケージとプログラミング言語を使用して、断面、時系列、およびパネルデータセットを分析できます。
-空間計量経済学、マルコフ連鎖モデリング、機械学習の分野における最新の研究方法のいくつかを理解します。
到達目標 【英語】
Objectives of the Course
- Use statistical methods to uncover patterns and extract insights from multiple types of socioeconomic data.
- Be able to use multiple software packages and programming languages to analyze cross-section and panel datasets.
- Understand some of the latest research methods in the field of spatial econometrics.
授業の内容や構成
Course Content / Plan
The structure of the course consists of 15 sessions. After each session students are expected to complete short research tasks and problem sets related to the main topics of the class.

01. Introduction and overview
02. Marginal effects, prediction, and interactions (Foundations)
03. Marginal effects, prediction, and interactions (Applications)
04. Probit and logit models (Foundations)
05. Probit and logit models (Applications)
06. Static panel data analysis (Foundations)
07. Static panel data analysis (Applications)
08. Dynamic panel data analysis (Foundations)
09. Dynamic panel data analysis (Applications)
10. Synthetic control method (Foundations)
11. Synthetic control method (Applications)
12. Exploratory spatial data analysis (Foundations)
13. Exploratory spatial data analysis (Applications)
14. Spatial econometrics (Foundations)
15. Spatial econometrics (Applications)
履修条件・関連する科目
Course Prerequisites and Related Courses
Introduction to statistics and data science
成績評価の方法と基準
Course Evaluation Method and Criteria
Short research tasks and problem sets (50%), final research project (50%). To receive credit for this course, students are expected to achieve an overall evaluation equal or superior to C- or C (where applicable).
教科書・参考書
Textbook/Reference Book
- Wooldridge, J. (2020) AE Introductory Econometrics: A Modern Approach, 7Edition. CENGAGE, Asia Edition. ISBN-13: 9789814866088
- Cameron, A. & Trivedi, P. (2010). Microeconometrics using Stata. College Station, Tex: Stata Press.

The following open ebooks are available for free on the internet

- Heiss, F. (2016). Using R for introductory econometrics. Available at http://www.urfie.net/
- Heiss, F. and Brunner, D. (2020). Using Python for introductory econometrics. Available at http://www.upfie.net/

The following ebooks are available when using the internet of Nagoya University.

- Dayal, V. (2020). Quantitative economics with R : A data science approach. Singapore: Springer. Ebook: https://ebookcentral.proquest.com/lib/nagoyauniv/detail.action?docID=6112508
- Grekousis, G. (2020). Spatial Analysis Methods and Practice: Describe – Explore – Explain through GIS. Cambridge: Cambridge University Press. doi:10.1017/9781108614528. E-book: https://www.cambridge.org/core/books/spatial-analysis-methods-and-practice/4C135005A621335D06CC63EFF17E3913
- Mendez, C. (2020). Convergence Clubs in Labor Productivity and Its Proximate Sources: Evidence from Developed and Developing Countries. City-state: Springer. https://doi.org/10.1007/978-981-15-8629-3. E-book: https://ebookcentral.proquest.com/lib/nagoyauniv/detail.action?docID=6386038

A list of other online resources and tutorials is available at https://deepnote.com/@carlos-mendez
課外学習等(授業時間外学習の指示)
Study Load(Self-directed Learning Outside Course Hours)
- Students should create a (free) account in DISCORD(https://discord.com). Learning materials, problems sets, and other resources will be distributed via DISCORD. The invitation link to discord will be issued in the first class.
注意事項
Notice for Students
For further inquires about this course, send an email to carlos@gsid.nagoya-u.ac.jp. Office hours for consultations are available by appointment at https://carlos777.youcanbook.me
使用言語
Language(s) for Instruction & Discussion
English
授業開講形態等
Lecture format, etc.
対面で実施します。
Classes will be held in-person.
遠隔授業(オンデマンド型)で行う場合の追加措置
Additional measures for remote class (on-demand class)
- For online learning and communication purposes, we use Discord (https://discord.com) . Links to most of our learning materials are available on this website (access credentials to private channels are issued in the first week of each semester).