Syllabus

SubjectECONOMETRICS

Class Information

Faculty/Graduate School
POLICY MANAGEMENT / ENVIRONMENT AND INFORMATION STUDIES
Course Registration Number
13143
Subject Sort
C1069
Title
ECONOMETRICS
Field
Advanced Subjects - Series of Policy Management
Unit
2 Unit
Year/Semester
2023 Fall
K-Number
FPE-CO-04003-211-07
Year/Semester
2023 Fall
Day of Week・Period
Tue 1st
Lecturer Name
Tatsuma Wada
Class Format
Face-to-face
Language
Japanese
Location
SFC
Class Style
*Please click here for more information on the correspondence between 'Class Style' and ’Active Learning Methods’.
Lecture, Seminar
GIGA Certificate
Not applied

Detail

Course Summary

This is an undergraduate level econometrics course. In this course, we will start with a review of probability and statistics that are the basics of econometrics. After studying a linear regression model with one regressor, together with its statistical inferences, we will extend our models so that we can have more than one regressor. Issues that interfere with desirable properties of our estimators, such as errors that have autocorrelation or heterosckedasticity, will then be studied. The last part of this course will be devoted to non-linear models, regression with binary dependent variables, instrumental variable regression, and time series regression.