Econometrics I

前期 火曜日 ２講時 第３小講義室. 単位数/Credit(s): 2. 担当教員/Instructor: DAI RUNYU. 対象学年/Eligible Participants: 全／ALL. 履修年度: 2024. 科目ナンバリング/Course Numbering: EEM-ECO564E. 使用言語/Language Used in Course: English.

科目名/Subject

Econometrics I

担当教員

ＤＡＩ　ＲＵＮＹＵ

授業の目的と概要/Object and summary of class

This course focus on elementary econometrics and is the preparation of subsequent advanced econometrics courses.The first few classes will cover the elementary probability and statistics theory for studying elementary econometric models. The rest of classes will include estimation and inference of elementary regression models, with an emphasis on cross-sectional data. Simple R programs will be used and taught.

学習の到達目標/Goal of study

The students are expected to have a deep understanding of probability, statistics and elementary cross-sectional regression models.Good command of knowledge covered in this course will also facilitate studying other economic courses and reading some empirical research.

授業内容・方法と進度予定/Contents and progress schedule of the class

The course contents are based on following 2 textbooks:
1.Introductory Econometrics: A Modern Approach（7TH）by Wooldridge Jeffrey.
2.Probability & Statistics for Economists by Bruce E. Hansen.


1. Basic Probability Theory and Random Variables.
2. Parametric Distributions.
3. Sampling and Estimation.
4. Hypothesis Testings.
5. Simple Linear Regression model.
6. Multiple Linear Regression model.

成績評価方法/Evaluation method

4-5 assignments (40%)
Final exam (60%)

教科書および参考書/Textbook and references

• Introductory Econometrics : A Modern Approach （7TH）, Wooldridge Jeffrey, 資料種別:Textbook
• Probability & Statistics for Economists, Bruce E. Hansen, 資料種別:Textbook

その他/In addition

Google classroom code: k5tl4ou