学部・大学院区分 Undergraduate / Graduate		法学部

時間割コード Registration Code		0380036

科目区分 Course Category		専門科目 Specialized Courses

科目名　【日本語】 Course Title		エコノメトリックスⅡ（Ｅ）

科目名　【英語】 Course Title		Introductory Econometrics II (E)

担当教員　【日本語】 Instructor		金健輝 ○

担当教員　【英語】 Instructor		KIM Kunhyui ○

単位数 Credits		2

開講期・開講時間帯 Term / Day / Period		春火曜日２時限 Spring Tue 2

対象学年 Year		１年 1

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 nature of econometrics and economic data. At the end of the course, students will be able to theoretically and empirically conduct econometric analysis.

到達目標　【日本語】
Objectives of the Course(JPN)

到達目標　【英語】
Objectives of the Course

Students will be able to individually conduct theoretical and empirical analysis using econometric modelling.

授業の内容や構成
Course Content / Plan

1. Introduction of the class and the overview of the class

2. Conditional Expectations and related concepts in Econometrics

3. Basic Asymptotic Theory

4. Linear Models: Single-equation linear model and ordinary least squares estimation

5. Linear Models: Instrumental variables estimation of single-equation linear models

6. Linear Models: Additional single-equation topics and necessary specification tests

7. Estimation of systems of equations I

8. Summary and Mid-term exam

9. Estimation of systems of equations II

10. Simultaneous Equation models

11. Unobserved effects models: Panel data models I

12. Unobserved effects models: Panel data models II

13. Nonlinear estimation model I

14. Nonlinear estimation model II

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 but background in Statistics and Econometrics is highly suggested

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・テキスト
Textbook

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.

参考書
Reference Book

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 if necessary

注意事項
Notice for Students

Office hour will be addressed during the first class but pre-contact is 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.