Special Lecture on Natural Resources Economics VIIA
| Numbering Code | G-AGR06 7FC18 LE82 | Year/Term | 2022 ・ First semester | |
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| Number of Credits | 1 | Course Type | Lecture | |
| Target Year | Target Student | |||
| Language | Japanese and English | Day/Period | Tue.3 | |
| Instructor name | MIURA KEN (Graduate School of Agriculture Assistant Professor) | |||
| Outline and Purpose of the Course |
This course is the first part of the Econometrics coursework for first-year graduate students in Agricultural Economics. This class will give you the theoretical grounds required for understanding empirical papers in Applied Microeconomics, including Agricultural Economics, Development, Environmental Economics, etc. Students will also acquire working knowledge to carry out empirical analysis by experiencing data management and empirical exercises through Stata tutorials. This class will be taught in English unless all the students are native Japanese speakers. In class, any questions/comments are welcome in either English or Japanese. Lecture slides are in English. 本講義は、生物資源経済学専攻の計量経済学コースワークの前半です。本講義では、農業経済学、開発経済学、環境経済学などの応用経済学分野における実証論文を批判的に解釈できるための計量経済学の理論的基礎を学びます。またSTATA演習を通じてデータ構築および計量分析を経験することで、実証分析を独自に行う能力を養います。講義は英語で行います。講義中の質問は日本語、英語どちらでも構いません。講義スライドは英語です。 |
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| Course Goals |
1. To understand what conditions are needed to identify the causal impact of X on Y in regression frameworks 回帰分析の枠組みの中で、因果関係を特定できる条件を理解する 2. To acquire working knowledge to interpret specifications and estimation results in empirical research papers 実証論文の定式化や推計結果を解釈する能力を身につける 3. To acquire working knowledge to choose an appropriate econometric method, depending on the natures of data and contexts データや文脈に応じて適切な計量手法を選択する能力を身につける 4. To obtain practical skills to carry out empirical projects with Stata 実際にStataを用いて推計し実証結果を解釈する能力を身につける |
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| Schedule and Contents |
This course consists of lectures, class discussions, take-home assignments, and the classroom written exam. The lectures provide an overview of empirical methods. The take-home assignments help students better understand the key issues. On the first day, the lecture will start after the brief orientation. Week 1: Introduction/OLS Basics Week 2: OLS Basics SW Ch.4 Week 3: Hypothesis tests SW Ch.5 Week 4: Stata tutorial (OLS) Week 5: OLS with multiple regressors SW Ch.6 Week 6: Nonlinearity and internal validity SW Ch.8 Week 7: Discrete choice models SW Ch.9 Week 8: Discrete choice models SW Ch.11 Week 9: Instrumental variables SW Ch.12 Week 10: Instrumental variables SW Ch.12 Week 11: Stata tutorial (IV) Week 12: Big data SW Ch.14 Week 13: Experiments and quasi-experiments SW Ch.13 Week 14: Research transparency and pre-analysis plan Week 15: Feedback |
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| Evaluation Methods and Policy |
Grades are based on 5 problem sets and the Final exam. 10% for each PS and 50% for the Final. My grading policy follows the department guidelines current year's“Guide to Degree Programs.” 評価基準及び達成度については、当該年度農学研究科学修要覧記載の［評価基準及び達成度］による. |
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| Course Requirements |
This course is a part of the coursework sequence for first-year graduate students in Agricultural Economics. The only pre-requisite is any course covering basic probability and statistics. Emphasizing more on applications and practical issues, the topics covered by this course are almost equivalent to those covered in "Intermediate Econometrics" by the typical Master's program in Economics. When you plan to enter the Ph.D. course, take "Advanced Econometrics" offered by the Department of Economics. 本講義は大学院レベルの計量経済学のコースワークです。必要とする前提知識は初級レベルの統計学です。本講義で扱う内容およびレベルは、経済学部で開講されている中級計量経済学と同程度です(但し、実践的内容に重きを置きます。）博士課程に進学する学生は、経済学部で開講されている上級計量経済学を積極的に受講すること。 |
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| Study outside of Class (preparation and review) | Lecture slides and exercise materials will be distributed by PandA. Check emails regularly. All students must write up their problem sets individually. However, you may work in groups of up to 2 people, though you are not required to work in groups at all. | |||
| Textbooks | Textbooks/References | Introduction to Econometrics, 4th Edition, Stock, J. H., & Watson, M. W., (Pearson Education Inc., 2018), SW | ||
| References, etc. |
The Effect, Nick Huntington-Klein, (Routledge, 2021) 計量経済学, 西山 慶彦，新谷 元嗣，川口 大司，奥井 亮, (有斐閣、2019年) |
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