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- 工学院，物質理工学院，環境・社会理工学院共通科目
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School of Environment and Society
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- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Undergraduate major in Industrial Engineering and Economics
- Instructor(s)
- Ogasawara Kota Inoue Tatsuki
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Tue1-2(W931) Fri1-2(W932)
- Group
- -
- Course number
- IEE.B301
- Credits
- 2
- Academic year
- 2021
- Offered quarter
- 1Q
- Syllabus updated
- 2021/3/19
- Lecture notes updated
- -
- Language used
- Japanese
- Access Index
-
Course description and aims
This course provides the theory and techniques of modern econometric analysis and reviews empirical studies. The aim of this course is to illustrate the theory and techniques of modern econometric analysis.
Student learning outcomes
By the end of this course, students will be able to: 1) Explain causal inference and endogeneity. 2) Use instrumental variable. 3) Use panel data methods. 4) Understand the validity of econometric analyses.
Keywords
Endogeneity, Ordinary Least Squares, Instrumental Variable, Panel Data
Competencies that will be developed
| ✔ Specialist skills | ✔ Intercultural skills | Communication skills | ✔ Critical thinking skills | Practical and/or problem-solving skills |
Class flow
First, causal inference and endogeneity are explained, and then each topic is discussed in two lectures.
Course schedule/Required learning
| Course schedule | Required learning | |
|---|---|---|
| Class 1 | Orientation and introduction | Orientation and introduction |
| Class 2 | Causality and endogeneity | |
| Class 3 | Instrumental variables (1) | |
| Class 4 | Instrumental variables (2) | |
| Class 5 | Panel data: Fixed effects model (1) | |
| Class 6 | Panel data: Fixed effects model (2) | |
| Class 7 | Panel data: Other models (1) | |
| Class 8 | Panel data: Other models (2) | |
| Class 9 | Difference-in-Differences (1) | |
| Class 10 | Difference-in-Differences (2) | |
| Class 11 | Regression discontinuity design (1) | |
| Class 12 | Regression discontinuity design (2) | |
| Class 13 | Review | |
| Class 14 | Exercise | |
| Class 15 | Final |
Out-of-Class Study Time (Preparation and Review)
To enhance effective learning, students are encouraged to spend approximately 100 minutes preparing for class and another 100 minutes reviewing class content afterwards (including assignments) for each class.
They should do so by referring to textbooks and other course material.
Textbook(s)
None
Reference books, course materials, etc.
Bruce E. Hansen. Econometrics. University of Wisconsin, 2020. Nishiyama, Shintani, Kawaguchi, and Okui. Econometrics: Statistical Data Analysis for Empirical Economics. Yuhikaku, 2019. (in Japanese)
Assessment criteria and methods
Problem solving or midterm 30%, final exams 70% (In-person final exams). Exams may occur online due to the spread of COVID-19.
Related courses
- IEE.B207 ： Econometrics I
- IEE.B405 ： Advanced Econometrics
- IEE.A204 ： Probability for Industrial Engineering and Economics
- IEE.A205 ： Statistics for Industrial Engineering and Economics
Prerequisites (i.e., required knowledge, skills, courses, etc.)
The prerequisites for this course are Statistics for Industrial Engineering and Economics (IEE.A205), Probability for Industrial Engineering and Economics (IEE.A204), and Econometrics I (IEE.B207).
