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:201841日;最終更新:20181120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[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.      425日:導入

2.      530日:過去の宿題の紹介

3.      620日:宿題へのコメント(2学期目、4学期目)

4.      718日:宿題へのコメント(1学期目、3学期目)

5.      1017日:RP型修士論文提出に向けての注意事項

6.      1114日:

7.      1121日:宿題へのコメント

8.      1219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 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.

 

 

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