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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
- Liberal arts and basic science courses
- First-Year Courses
- School of Science
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School of Environment and Society
- Department of Architecture and Building Engineering
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- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Industrial Engineering and Economics
- Instructor(s)
- Matsushita Yukitoshi
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Mon5-6(W936) Thr5-6(W936)
- Group
- -
- Course number
- IEE.B405
- Credits
- 2
- Academic year
- 2018
- Offered quarter
- 1Q
- Syllabus updated
- 2018/4/10
- Lecture notes updated
- -
- Language used
- Japanese
- Access Index
-
Course description and aims
The goals of the course are to provide a systematic approach to thoroughly understand the econometric theory. The course will introduce the linear regression model first. We will then examine the consequences and remedies when the standard assumptions are violated.
Student learning outcomes
The goal of the course is to thoroughly understand the basic econometric theory and to acquire the ability to analyze empirical data.
Keywords
Linear Regression Analysis, Instrumental Variables Estimation, Two Stage Least Squares, Generalized Least Squares, Panel Data Analysis
Competencies that will be developed
| ✔ Specialist skills | Intercultural skills | Communication skills | Critical thinking skills | ✔ Practical and/or problem-solving skills |
Class flow
At the beginning of each class, solutions to exercise problems assigned during the previous class are reviewed. Towards the end of class, students are given exercise problems related to what is taught on that day to solve.
Course schedule/Required learning
| Course schedule | Required learning | |
|---|---|---|
| Class 1 | Introduction to Econometrics | exercise problems related to what is taught on that day |
| Class 2 | Conditional Expectation | |
| Class 3 | Basic Asymptotic Theory | |
| Class 4 | Asymptotic Properties of Statistics | |
| Class 5 | Single-Equation Linear Model and Ordinary Least Squares Estimation | |
| Class 6 | Properties of Ordinary Least Squares Estimation | |
| Class 7 | Instrumental Variables and Two Stage Least Squares Estimation | |
| Class 8 | Properties of Two Stage Least Squares Estimation | |
| Class 9 | Instrumental Variables Estimation and Specification Tests | |
| Class 10 | Generalized Least Squares Estimation | |
| Class 11 | Estimating Systems of Equations | |
| Class 12 | Simultaneous Equations Models | |
| Class 13 | Introduction to Panel Data | |
| Class 14 | Basic Linear Panel Data Models | |
| Class 15 | More Topics in Linear Panel Data Models |
Textbook(s)
Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, 2nd edition
Reference books, course materials, etc.
None
Assessment criteria and methods
exercise problems or quizzes 40%, final exam 60%.
Related courses
- IEE.B434 ： Advanced Topics in Econometrics
Prerequisites (i.e., required knowledge, skills, courses, etc.)
Basic knowledge of statistics (undergraduate-level)
