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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
- Class Format
- Lecture (Livestream)
- Media-enhanced courses
- Day/Period(Room No.)
- Tue5-6(W931) Fri5-6(W931)
- Group
- -
- Course number
- IEE.B301
- Credits
- 2
- Academic year
- 2022
- Offered quarter
- 1Q
- Syllabus updated
- 2022/3/16
- Lecture notes updated
- -
- Language used
- Japanese
- Access Index
-
Course description and aims
This course is designed for 3rd year undergraduate students and is taught in Japanese. English language is used for the blackboarding in the preparation for Advanced Econometrics (IEE.B 405).
Student learning outcomes
The course aims to present and illustrate the theory and techniques of modern econometric analysis. Students will be able to explain causal inference and endogeneity.
Keywords
Ordinary Least Squares, Endogeneity, 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
The first part begins with concepts of the regression. The second part examines concepts of the endogeneity, instrumental variable technique, and panel data analysis.
Course schedule/Required learning
| Course schedule | Required learning | |
|---|---|---|
| Class 1 | Orientation and introduction | Orientation and introduction |
| Class 2 | Linear projection model | Linear projection model |
| Class 3 | Least square estimator | Least square estimator |
| Class 4 | Finite sample properties | Finite sample properties |
| Class 5 | Endogeneity | Endogeneity |
| Class 6 | Instrumental variable technique I | Instrumental variable technique I |
| Class 7 | Instrumental variable technique II | Instrumental variable technique II |
| Class 8 | Exercise I | Exercise I |
| Class 9 | Panel data analysis I | Panel data analysis I |
| Class 10 | Panel data analysis II | Panel data analysis II |
| Class 11 | Panel data analysis III | Panel data analysis III |
| Class 12 | Panel data analysis IV | Panel data analysis IV |
| Class 13 | Review | Review |
| Class 14 | Exercise II | Exercise II |
| Class 15 | Final | 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)
Bruce E. Hansen. Econometrics. University of Wisconsin, 2021.
Reference books, course materials, etc.
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).
