Course Information Year 2014 School School of Political Science and Economics

Course Title Econometrics 01

Instructor

KONDO, Yasushi spring semester(first half) 01:Mon.202:Thur.2

Term/Day/Period

Category Quantitative Approaches to Political Economies: Non-Required Courses Eligible Year 3rd year and above Credits 2 Classroom Course Key Campus waseda 01

11G4001085 Course Class Code English

Main Language Syllabus Information

Latest Update2014/03/05 22:45:00 Course Outline

This course introduces econometric methods and their application, in accordance with the textbook. The books in the Reference Book(s) section would be referred to when econometric theory based on matrix algebra and advanced methods, which are not covered in the textbook, are explained. Basic use of econometric software, EViews and Stata are introduced as well. Objectives To carry out their empirical projects, i.e., applied econometric studies. Becoming able to choose appropriate methods based on sound understanding of econometric theory is an important goal of this class. Course Schedule 1: The Nature of Econometrics and Economic Data Chapter 1 of the textbook is covered.

2: The Simple Regression Model Chapter 2 of the textbook is covered. 3: Multiple Regression Analysis: Estimation Chapter 3 of the textbook is covered. 4: Multiple Regression Analysis: Inference Chapter 4 of the textbook is covered. 5: Multiple Regression Analysis: OLS Asymptotics Chapter 5 of the textbook is covered. 6: Multiple Regression Analysis: Further Issues Chapter 6 of the textbook is covered. 7: The Linear Regression Model in Matrix Form

Appendix E of the textbook is covered. 8: Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables Chapter 7 of the textbook is covered. 9: Heteroskedasticity

Chapter 8 of the textbook is covered. 10: More on Specification and Data Problems

Chapter 9 of the textbook is covered. 11: Pooling Cross Sections Across Time: Simple Panel Data Methods Chapter 13 of the textbook is covered. 12: Advanced Panel Data Methods Chapter 14 of the textbook is covered. 13: Instrumental Variables Estimation and Two Stage Least Squares Chapter 15 of the textbook is covered. 14: Limited Dependent Variable Models and Sample Selection Corrections Chapter 17 of the textbook is covered. 15: Exam and Review Exam and review are given. Textbooks Jeffrey M. Wooldridge (2013) Introductory Econometrics: A Modern Approach, 5th ed. (international edition), South-Western Cengage Learning. Reference 2012. William H. Greene, Econometric Analysis, 7th ed., International ed., Pearson,

Badi H. Baltagi, Econometrics, 5th ed., Springer-Verlag, 2011.

Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, 2nd ed., MIT Press, 2010. Evaluation Rate Evaluation Criteria One writing exam will be given. 50 Two or three short empirical projects will be assigned.

Exam: 50 Papers: Note / URL

The requisite background materials are basic mathematical tools, fundamentals of probability and statistics, and basic matrix algebra presented in Appendices A to D of the textbook. Topics covered in Appendices C.3 and C.4 are not prerequisites because they will be explained in this class. Students are strongly recommended to read the relevant part of Appendices early.

Top of Page

Copyright Media Network Center,Waseda University 2006-2014.All rights reserved.

copyright / licensing condition privacy policy