早稲田大学大学院経済学研究科・政治学研究科(2018年度)西郷担当講義
(作成:西郷浩;掲示開始:2018年4月1日;最終更新:2018年11月20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・上田貴子先生・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@3-704;秋学期・水6@3-704
l 教科書:なし
l 参考書:なし
l 評価:
l 講義記録:
1.
4月25日:導入
2.
5月30日:過去の宿題の紹介
3.
6月20日:宿題へのコメント(2学期目、4学期目)
4.
7月18日:宿題へのコメント(1学期目、3学期目)
5.
10月17日:RP型修士論文提出に向けての注意事項
6.
11月14日:
7.
11月21日:宿題へのコメント
8.
12月19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 27, 2018: Probability
2. October 2, 2018: Independence of events, random variables and probability distributions 1 (up to the marginal distribution)
3. October 5, 2018: Conditional probability of discrete random variables, continuous random variables (the density function, double integral)
4. October 9, 2018: Random variables and probability distributions 2 (up to integration by parts)
5. October 12, 2018: Random variables and probability distributions 3 (up to the conditional distribution function)
6.
October
16, 2018: Random variables and probability distribution 4, the expectation, the
median, and the mode
Ø
Assignment 1, Due date: October
23, 2018.
7. October 19, 2018: Moments (up to the variance)
8. October 23, 2018: Moments (up to linear predictor)
9. October 26, 2018: Returning Assignment 1, Moments (up to the conditional mean and the conditional variance)
10. October 30, 2018: Moments (up to the conditional mean as the best predictor), binomial random variables, normal random variables
Ø Assignment 2, Due date: November 9, 2018.
11. November 6, 2018: The bivariate normal distribution
12. November 9, 2018: Large sample theory (LLNs, CLTs, and the normal approximation to the binomial)
13. November 13, 2018: Point estimation (MSE, unbiasedness)
14. November 16, 2018: Point estimation (Consistency, MLE)
15. November 20, 2018:
16. November 23, 2018: Tests of hypotheses (The LR test, the Neyman-Pearson lemma, Confidence intervals, confidence level, a binomial example, and a normal example)
Ø The final exam (a take-home exam). Due date: December 3, 2018.
以上