履修条件
|
|
|
|
授業概要
|
|
|
This course will provide a first step to econometrics. Mainly we focus on linear regression, heteroscedasticity, autocorrelation, endogeneity, and maximum likelihood estimation.
|
|
|
全体の教育目標
|
|
To understand the basic knowledge of econometrics
|
|
|
個別の教育目標
|
|
To be able to analyze the cross-section data
|
|
|
授業計画
|
|
1. Introduction 2. An introduction to linear regression 3. Interpreting and comparing regression models 4. Heteroskedasticity and autocorrelation 5. Endogeneity, instrumental variables and GMM 6. Maximum likelihood estimation and specification tests
Note: This schedule may be changed according to the progress of the lecture.
|
|
|
キーワード
|
|
Ordinary least squares, heteroskedasticity, endogeneity, instrumental variables, maximum likelihood estimation
|
|
|
授業の進め方
|
|
|
|
テキスト
|
|
Verbeek 2012 A Guide to Modern Econometrics Wiley
|
|
|
参考書
|
|
|
|
学習相談
|
|
|
|
試験/成績評価の方法等
|
|
The percentage of attendance (50%), short term paper (50%)
|
|
|
その他
|
|
|
|
添付ファイル
|
|
|
|
更新日付
|
|
2016-10-03 08:02:18.125
|