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We introduce econometric methods with an emphasis on practical aspects rather than theoretical aspects. The students will obtain the skill of econometric analysis through actual data analysis using econometric software, such as EViews and Gretl.
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Description:
We introduce econometric methods with an emphasis on practical aspects rather than theoretical aspects. The students will obtain the skill of econometric analysis through actual data analysis using econometric software, such as EViews.
Text:
Stock and Watson, Introduction to Econometrics
Wooldridge, Introductory Econometrics
Topics:
1. Introduction to EViews and Gretl( softwares for time series analysis)
2. Simple Regression Analysis
3. Multiple Regression Analysis
4. Introductory Time Series Analysis
5. Vector Autoregression Analysis (1)
6. Vector Autoregression Analysis (2)
7. Unit root and Cointegration Analysis
8. ARCH-type models
9. Dummy Variable
10. Panel Data Analysis(1)
11. Panel Data Analysis(2)
12. Probit and Logit Analyses
12. Poisson Regression
13. Kalman filter
14. Markov Switching model
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Students will acquire the skill to use computer software for econometric analysis.
Students will acquire the skill to interpret actual economic data using econometric analysis.
Students will understand modern tools of time series analysis.
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70%: examination at the end of the lecture
30%: participation and contribution in the classroom discussion.
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【成績評価の基準表】
| 秀(S) | 優(A) | 良(B) | 可(C) | 不可(F) |
| 履修目標を越えたレベルを達成している | 履修目標を達成している | 履修目標と到達目標の間にあるレベルを達成している | 到達目標を達成している | 到達目標を達成できていない |
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履修目標：授業で扱う内容（授業のねらい）を示す目標
到達目標：授業において最低限学生が身につける内容を示す目標
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