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:201741日;最終更新:20171124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.      426日:導入

2.      524日:散布図の見方

3.      614日:宿題へのコメント(2学期目、4学期目)

4.      712日:宿題へのコメント(1学期目、3学期目)

5.      1011日:導入

6.      111日:時系列分析

7.      1122日:宿題へのコメント

8.      1213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 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.

 

 

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