IGESSIGESS (Institute for Global Economics and Social Sciences)
ECN100CB(経済学 / Economics 100)Special Studies (Introduction to Econometrics)Special Studies (Introduction to Econometrics)
恩田 正行Masayuki ONDA
授業コードなどClass code etc
学部・研究科Faculty/Graduate school | IGESSIGESS (Institute for Global Economics and Social Sciences) |
添付ファイル名Attached documents | |
年度Year | 2021 |
授業コードClass code | A9628 |
旧授業コードPrevious Class code | |
旧科目名Previous Class title | |
開講時期Term | 秋学期授業/Fall |
曜日・時限Day/Period | 金5/Fri.5 |
科目種別Class Type | |
キャンパスCampus | 市ヶ谷 / Ichigaya |
教室名称Classroom name | |
配当年次Grade | 1~4 |
単位数Credit(s) | 2 |
備考(履修条件等)Notes | |
他学部公開科目Open Program | |
他学部公開(履修条件等)Open Program (Notes) | |
グローバル・オープン科目Global Open Program | ○ |
成績優秀者の他学部科目履修制度対象Interdepartmental class taking system for Academic Achievers | |
成績優秀者の他学部科目履修(履修条件等)Interdepartmental class taking system for Academic Achievers (Notes) | |
実務経験のある教員による授業科目Class taught by instructors with practical experience | |
SDGsCPSDGs CP | |
アーバンデザインCPUrban Design CP | |
ダイバーシティCPDiversity CP | |
未来教室CPLearning for the Future CP | |
カーボンニュートラルCPCarbon Neutral CP | |
千代田コンソ単位互換提供(他大学向け)Chiyoda Campus Consortium | |
カテゴリーCategory |
Advanced Courses/専門科目 Disciplinary Courses/IGESS科目 Ⅱ. Global Economy |
科目主催学部Faculty Sponsored Department | IGESS |
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授業の概要と目的(何を学ぶか)Outline and objectives
This course is an introduction to econometrics for the IGESS students who major or minor in economics. Econometrics is a set of research tools employed in a wide range of disciplines. Most economists do empirical research for their professional service. We rigorously study three fundamental components of econometrics: they are estimation, hypothesis test, and prediction.
到達目標Goal
Students will learn estimation, hypothesis test, and prediction.
この授業を履修することで学部等のディプロマポリシーに示されたどの能力を習得することができるか(該当授業科目と学位授与方針に明示された学習成果との関連)Which item of the diploma policy will be obtained by taking this class?
IGESS Dipromapolicy DP1/DP6/DP7
授業で使用する言語Default language used in class
英語 / English
授業の進め方と方法Method(s)(学期の途中で変更になる場合には、別途提示します。 /If the Method(s) is changed, we will announce the details of any changes. )
All classes for this course will be comprised of lectures and group discussions. There are two homework assignments, that have to be completed in writing on report pads and submitted by the due dates. I will post the answer keys for the homework assignments right after the due dates, and please review them on your own.
アクティブラーニング(グループディスカッション、ディベート等)の実施Active learning in class (Group discussion, Debate.etc.)
あり / Yes
フィールドワーク(学外での実習等)の実施Fieldwork in class
なし / No
授業計画Schedule
※各回の授業形態は予定です。教員の指示に従ってください。
1:Introduction and a diagnostic test
A brief introduction, survey, and a test to measure students' mathematical skills.
2:Probability Primer 1
Random variables, and probability distributions.
3:Probability Primer 2
Joint, marginal, and conditional probabilities.
4:Probability Primer 3
A digression: summation notation and properties of probability distributions.
5:Probability Primer 4
Conditioning and the normal distribution.
6:Probability Primer 5
A Replication of the Simple Linear Regression Model using R.
7:The Simple Linear Regression Model 1
An economic model, and an econometric model.
8:The Simple Linear Regression Model 2
Estimating the regression
parameters.
9:The Simple Linear Regression Model 3
Assessing the
least squares estimators.
10:The Simple Linear Regression Model 4
The Gauss-Markov theorem.
11:The Simple Linear Regression Model 5
The probability distributions of the
least squares estimators.
12:The Simple Linear Regression Model 6
Estimating the variance of the
error term, estimating nonlinear
relationships, and regression with
indicator variables.
13:Interval Estimation and Hypothesis Testing 1
Interval estimation, and hypothesis
tests.
14:Exam & Summary, Wrap-up, Review, etc
A final exam and wrap-up.
授業時間外の学習(準備学習・復習・宿題等)Work to be done outside of class (preparation, etc.)
The standard preparation and review time for this class is 4 hours each.
テキスト(教科書)Textbooks
R. Carter Hill, William E. Griffiths, Guay C. Lim Principles of Econometrics (POE), 5th Edition (ISBN: 978-1-118-45227-1) (NOTE: Any other print version of POEs such as 4th edition is acceptable. Look for it on AbeBooks.com https://www.abebooks.com/?cm_sp=TopNav-_-Results-_-Logo)
参考書References
Principles of Econometrics (POE) 5th edition:
http://principlesofeconometrics.com/poe5/poe5.html
Answers to Selected Exercises:
www.principlesofeconometrics.com/poe5/poe5answers.html
Principles of Econometrics (POE) 4th edition
http://principlesofeconometrics.com/poe4/poe4.htm
Answers to Selected Exercises:
www.principlesofeconometrics.com/poe4/answers/poe4answers.pdf
POE Formula Sheet:
www.principlesofeconometrics.com/poe4/poe4formulas.pdf
Using R for Principles of Econometrics
https://bookdown.org/ccolonescu/RPoE4/intro.html
POE R data files
https://github.com/ccolonescu/PoEdata
A first course in calculus / Serge Lang ISBN10: 0387962018
解析入門 原書第3版 (日本語) ISBN10: 4000051512
成績評価の方法と基準Grading criteria
Participation and Attitude: 40 points
Four Homework Assignments: 40 points
Final Exam: 20 points
If a lecture is cancelled, we will instead use the following criteria to cover all the lecture materials:
Participation and Attitude: 50 points
Four Homework Assignments: 50 points
The grading scale of the Hosei University will be used.
An instructor reserves the right to adjust the final letter grades to reflect the students’ability in class.
学生の意見等からの気づきChanges following student comments
Last semester a student in my lecture suggested that I shall divide students in two groups, groups of students who understand the lecture materials well and who may need extra supports, to cover more advanced materials this 2021-22 academic year. Hence I will hire a teaching assistant who did really well on the same course last year and give it a try to cover more advanced materials this semester. Let's see how it goes.
学生が準備すべき機器他Equipment student needs to prepare
Bring your personal laptop.
その他の重要事項Others
We are supposed to use R downloaded on your laptop, but may use excel depending on how familiar students are with R.