早稲田大学大学院経済学研究科・政治学研究科2016年度)西郷担当講義

 

(作成:西郷浩;掲示開始:201641日;最終更新:20161122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[email protected];秋学期・水[email protected]

l  教科書:なし

l  参考書:なし

l  評価:

l  講義記録:

1.      420日:導入

2.      518日:提出物1へのコメント

3.      61日:提出物2へのコメント

4.      615日:

5.      928日:導入、時系列分析1

6.      1019日:パネルデータ分析、時系列分析2

7.      1123日:

8.      1221日:

 

 

Statistics [Graduate School of Economics]

l  Lectures: Tuesday 9:00-10:[email protected], Friday 9:00-10:[email protected] (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 30, 2016: Probability

2.      October 4, 2016: Probability, random variables and probability distributions 1

3.      October 7, 2016: Random variables and probability distributions 2 (up to the joint density).

4.      October 11, 2016: Random variables and probability distributions 3 (up to the conditional density)

5.      October 14, 2016: Random variables and probability distributions 4 (up to change of variables), moments (the expected value)

Ø  Assignment 1, Due date: October 21, 2016.

6.      October 18, 2016: Moments, hints for Assignment 1

7.      October 21, 2016: Moments (up to covariance)

8.      October 25, 2016: Returning Assignment 1, moments

9.      October 28, 2016: Moments, binomial random variables

10.   November 1, 2016: binomial random variables, normal random variables, large sample theory

Ø  Assignment 2, Due date: November 8, 2016.

11.   November 8, 2016: Large sample theory

12.   November 11, 2016: Point estimation 1 (introducing the MLE)

13.   November 15, 2016: Point estimation 2 (properties of the MLE)

14.   November 18, 2016: Interval estimation

15.   November 22, 2016: Tests of hypotheses (The LR test, the Neyman-Pearson lemma)

16.   November 25, 2016: The final exam, teaching evaluation

 

 

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