Numbering Code	P-MGT75 60046 LJ43	Year/Term	2022 ・ Second semester
Number of Credits	2	Course Type	Lecture
Target Year		Target Student
Language	Japanese	Day/Period	Fri.2
Instructor name	YANAGI TAKAHIDE (Graduate School of Economics Senior Lecturer)
Outline and Purpose of the Course	Econometrics is an academic field to study statistical methods for investigating causal relationships between economic variables, evaluating policy effects, and verifying economic theory. This course will cover the basic econometric methods for undergraduate students and their theoretical properties.
Course Goals	・Understanding basic undergraduate-level econometric methods including least squares estimation, instrumental variables estimation, regression discontinuity designs, and panel data analysis. ・Understanding their theoretical properties.
Schedule and Contents	1. Introduction to Econometrics 2. Review of Probability Theory and Statistics 3. Simple Linear Regression 4. Multiple Linear Regression 5. Instrumental Variables Estimation 6. Regression Discontinuity Design 7. Panel Data Analysis and DID Analysis
Evaluation Methods and Policy	Evaluation through the assignments (30%) and the term-end exam (70%). Students with scores less than 50 are given the final grade "F". Students with scores not less than 50 are given one of the final grades "A", "B", and "C" by relative evaluation.
Course Requirements	Students should have completed the course "Statistics" or have basic knowledge of undergraduate-level probability theory and statistical inference.
Study outside of Class (preparation and review)	Some practice problems will be distributed during the lectures. As preparation and review, students should read the lecture notes and solve the practice problems.
Textbooks	Textbooks/References	Lecture notes will be distributed as PDF files.
References, etc.	Introduction to Econometrics, J. H. Stock and M. W. Watson, (PEARSON)