2016 Applied Econometrics

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Academic unit or major
Undergraduate major in Industrial Engineering and Economics
Instructor(s)
Shimane Tetsuya  Higuchi Yoichiro 
Class Format
Lecture / Exercise     
Media-enhanced courses
Day/Period(Room No.)
Tue5-6(W932)  Fri5-6(W932)  
Group
-
Course number
IEE.B336
Credits
2
Academic year
2016
Offered quarter
2Q
Syllabus updated
2016/4/27
Lecture notes updated
2016/8/8
Language used
Japanese
Access Index

Lecture

Lecture 1 Guidance, The forms of Data Sets

2016.6.14(Tue.) 5-6Session

Lecture

Lecture 2 Linear Regressions: OLS(1) Lest Squared Method, Hypothesis Test (Coefficients)

2016.6.17(Fri.) 5-6Session

Lecture

Lecture 3 Linear Regressions: OLS(2) Hypothesis Test (Joint Hypothesis), Model Specification (Overspecification and underspecification)

2016.6.21(Tue.) 5-6Session

Lecture

Lecture 4 Linear Regressions: OLS(3) Predictions, Function Forms, Multicollinearity

2016.6.24(Fri.) 5-6Session

Lecture

Lecture 5 Linear Regressions: OLS(4) Panel Data Model(FE, FD), DID

2016.6.28(Tue.) 5-6Session

Lecture

Lecture 6 Linear Regressions: GLS(1) Heteroscedasticity

2016.7.1(Fri.) 5-6Session

Lecture

Lecture 7 Linear Regressions: GLS(2) Serial correlation

2016.7.5(Tue.) 5-6Session

Lecture

Lecture 8 Linear Regressions: GLS(3) SUR model, Panel Data Model(RE)

2016.7.8(Fri.) 5-6Session

Lecture

Lecture 9 Linear Regressions: Endogeneity(1) Error-in-Variable model, Simultaneous Equations Model, Instrumental Variable Methods

2016.7.12(Tue.) 5-6Session

Lecture

Lecture 10 Linear Regressions: Endogeneity(2) Identification Problem

2016.7.15(Fri.) 5-6Session

Lecture

Lecture 11 Linear Regressions: Endogeneity(3) GMM

2016.7.19(Tue.) 5-6Session

Lecture

Lecture 12 Non-linear Regressions: Maximum Likelihoods Method, Binary Models

Lecture

Lecture 13 Non-linear Regressions: Multinomial Models, Ordered Models

2016.7.26(Tue.) 5-6Session

Lecture

Lecture 14 Non-linear Regressions: Truncated/Censored Dependents, Tobit Model

2016.7.29(Fri.) 5-6Session

Lecture

Lecture 15 Non-linear: Selectivity Bias, Heckit Model

2016.8.2(Tue.) 5-6Session

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