早稲田大学大学院経済学研究科・政治学研究科(2017年度)西郷担当講義
(作成:西郷浩;掲示開始:2017年4月1日;最終更新:2017年11月24日)
講義の記録を目的としたページです。見栄えはよくありませんので、悪しからず。
実証分析プログラム(EAP)総合演習A(春学期)・B(秋学期)(近藤先生・田中先生・玉置先生と共同担当) [経研]
l 開講時期・曜日時限・教室:春学期・水6@3-306;秋学期・水6@3-701
l 教科書:なし
l 参考書:なし
l 評価:
l 講義記録:
1.
4月26日:導入
2.
5月24日:散布図の見方
3.
6月14日:宿題へのコメント(2学期目、4学期目)
4.
7月12日:宿題へのコメント(1学期目、3学期目)
5.
10月11日:導入
6.
11月1日:時系列分析
7.
11月22日:宿題へのコメント
8.
12月13日:
Statistics [
l Lectures: Tuesday 9:00-10:30@3-404 Friday 9:00-10:30@3-404 (Fall Semester)
l Textbook: Amemiya, T. (1994), Introduction to Statistics and Econometrics, Harvard University Press.
l Language: English
l Grading: Assignments (50%) + the final exam (50%)
l Course Schedule:
1. September 29, 2017: Probability
2. October 3, 2017: Probability (conditional probability)
3. October 7, 2017: Random variables and probability distributions 1 (up to the joint probability, the marginal probability, and the conditional probability).
4. October 10, 2017: Random variables and probability distributions 2 (up to the conditional density)
5. October 13, 2017: Random variables and probability distributions 3 (up to the conditional density for bivariate distributions)
Ø Assignment 1, Due date: October 20, 2017.
6.
October
17, 2017: Random variables and probability distribution, 4 (up to distribution
functions)
7. October 20, 2017: Moments (up to the mode, the median, and the mean)
8. October 24, 2017: Returning Assignment 1, moments (up to covariance)
9. October 27, 2017: Moments (up to the conditional mean)
10. October 31, 2017: Moments (up to the conditional mean as the best predictor), binomial random variables, normal random variables
Ø Assignment 2, Due date: November 7, 2017.
11. November 7, 2017: Cancelled (The university is closed.)
12. November 10, 2017: The bivariate normal distribution
13. November 14, 2017: Large sample theory (LLNs, CLTs, and the normal approximation to the binomial
14. November 17, 2017: Point estimation (MSE, unbiasedness, consistency, MLE)
15. November 21, 2017: Interval estimation (Confidence intervals, confidence level, a binomial example, and a normal example)
16. November 24, 2017: Tests of hypotheses (The LR test, the Neyman-Pearson lemma)
Ø The final exam (a take-home exam). Due date: December 1, 2017.
以上