授業の目的 【日本語】 Goals of the Course(JPN) | | |
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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. |
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到達目標 【日本語】 Objectives of the Course(JPN) | | |
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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. |
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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 |
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成績評価の方法と基準 Course Evaluation Method and Criteria | | Quiz 20%, Mid-term 40%, and Final-term 40% |
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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. |
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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 |
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注意事項 Notice for Students | | Office hour will be addressed during the first class but pre-contact is highly recommended. |
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授業開講形態等 Lecture format, etc. | | |
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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 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. |
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質問への対応方法 Office hour | | |
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