学部・大学院区分
Undergraduate / Graduate		経・博前
時間割コード
Registration Code		2491105
科目名　【日本語】
Course Title		エコノメトリックス I （E）
科目名　【英語】
Course Title		Econometrics I (E)
コースナンバリングコード
Course Numbering Code		EGLET5301E
担当教員　【日本語】
Instracter's belongs		金 健輝 ○
担当教員　【英語】
Instracter's belongs		KIM Kunhyui ○
担当教員配属【日本語】
Instracter's belongs
担当教員配属【英語】
Instracter's belongs
単位数
Credits		2
開講期・開講時間帯
Term / Day / Period		秋 火曜日 ２時限
Fall Tue 2
授業形態
Course style		講義
Lecture


授業の目的　【日本語】
Goals of the Course(JPN)
授業の目的　【英語】
Goals of the Course
This course introduces the differences across several inferences and the basic regression analysis. At the end of the course, students will be able to test hypotheses about different parameters and also conduct regression using econometric approach.
到達目標　【日本語】
Objectives of the Course(JPN)
授業の内容や構成
Course Content / Plan
1. Nature of Econometrics and Economic Data

2. Simple Regression Model and OLS Estimation

3. Multiple Regression Analysis and OLS Estimation

4. Statistical Properties of OLS Estimator

5. Multiple Regression Analysis: Inference (1)

6. Multiple Regression Analysis: Inference (2)

7. Multiple Regression Analysis: OLS Asymptotics

8. Summary and Mid-term

9. Multiple Regression Analysis: Further Issues and Heteroskedasticity

10. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables

11. Pooling Cross Sections Across Time: Simple Panel Data Methods

12. Advanced Panel Data Methods

13. Instrumental Variables Estimation and Two Stage Least Squares (1)

14. Instrumental Variables Estimation and Two Stage Least Squares (2)

15. Final Summary and Final-term


*Content and the schedule of the class may change.
履修条件・関連する科目
Course Prerequisites and Related Courses
N/A
成績評価の方法と基準
Course Evaluation Method and Criteria
Quiz 20%, Mid-term 40%, and Final-term 40%
教科書・参考書
Textbook/Reference Book
1. Wooldridge, J, M., "Introductory Econometrics: A Modern Approach," South-western Cengage Learning.
2. Wooldridge, J, M, "Econometric Analysis of Cross Section and Panel Data" Second Edition. The MIT Press
2. Other necessary materials will be distributed via NUCT.
課外学習等（授業時間外学習の指示）
Study Load(Self-directed Learning Outside Course Hours)
Students need to submit weekly or bi-weekly quizzes prior to the next class.
注意事項
Notice for Students
Office hour: Tuesday 1445-1615 but pre-contact highly recommended.
授業開講形態等
Lecture format, etc.
In-person class.
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)
Remote classes will be held only when unavoidable.

Remote classes are conducted via NUCT. Questions to instructors should be asked using the NUCT "Message" function.
Student discussions will be conducted using the NUCT "Message" function. (If the instructor has added the "Forum" function, the "Forum" can also be used.)
Follow your instructor's directions if your instructor has any other directions.
質問への対応方法
Office hour
During the class or during the office hours.