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現在位置: ホーム ja シラバス(2020年度) 経営管理大学院 専門科目 3620000 Econometrics

3620000 Econometrics

JA | EN

科目ナンバリング
  • P-MGT75 60105 LE44
開講年度・開講期 2020・後期
単位数 2 単位
授業形態 講義
配当学年 1
対象学生 大学院生
使用言語 英語
曜時限 月3
教員
  • 馬 騰(経済学研究科 特定講師)
授業の概要・目的 Econometrics introduces the regression methods for analyzing data in economics. This course covers both the theoretical and the practical aspects of statistical analysis. The goal is to help you develop a solid theoretical background in introductory level econometrics, the ability to implement the techniques and to critique empirical studies in economics.
到達目標 Students will learn linear models with cross-sectional data, difference-in-Differences estimation, and nonlinear models for cross-sectional and panel data in this course.
授業計画と内容 This course begins with an introduction to the nature of econometrics and economic data, and introduces a framework for learning regression analysis with cross-sectional data. Next, it introduces panel data which includes several panel estimators: POLS, RE, FE, and FD. We then turn our attention to instrumental variables and endogeneity. The final section of this course provides an introduction to estimating the treatment effects.

1. The nature of econometrics and economic Data
2. The linear regression model and the OLS estimator
3. Properties of the OLS estimators
4. Using and extending the simple regression model
5. The distribution of the OLS estimators and hypothesis testing
6. Robust and clustered standard errors
7. Panel data: an introduction
8. Panel estimators: POLS, RE, FE, FD
9. Instrumental variables
10. Estimation under sequential exogeneity: GMM
11. Approaches to nonlinear unobserved effects models
12. Binary response models and exponential models
12. Strategy for program evaluation
13. Estimating the propensity score
14. Estimating the treatment effects

By the end of the course, you will be able to understand introductory econometric theory, and use these techniques to critique empirical studies in economics.
成績評価の方法・観点 Final exam
履修要件 特になし
授業外学習(予習・復習)等 Prepare and review class contents (textbook).
教科書
  • Introductory Econometrics: A Modern Approach, Jeffrey M. Wooldridge, (Cengage Learning), ISBN:978-1-305-27010-7
  • Empirical Development Economics, Mans Soderbom, Francis Teal, Markus Eberhardt, Simon Quinn, Andrew Zeitlin , (Routledge), ISBN:978-0-415-81048-7