早稲田大学大学院経済学研究科・政治学研究科2019年度)西郷担当講義

 

(作成:西郷浩;掲示開始:201941日;最終更新:20191126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]

l  教科書:なし

l  参考書:なし

l  評価:

l  講義記録:

1.      424日:論文の構成

2.      515日:Comments on the first draft6人)

3.      522日:Comments on the first draft5人)

4.      65日:Comments on the thesis draft(全員)

 

 

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, 2019: Probability (up to the three-coins problem)

2.      October 1, 2019: Independence of events, random variables and probability distributions (up to the marginal distribution)

3.      October 4, 2019: Conditional probability of discrete random variables, continuous random variables (the density function, the marginal density, the conditional density)

4.      October 8, 2019: Random variables: From integration by parts to the distribution function.

5.      October 11, 2019: Random variables and probability distributions 3 (up to the conditional distribution function)

Ø  Assignment 1, Due date: October 18, 2019.

6.      October 15, 2019: The expectation, the median, and the mode, higher moments, the variance

7.      October 18, 2019: Moments (up to a simple example of the conditional expectation)

8.      October 25, 2019: Assignment 1 returned, Moments (conditional expectations to the best predictor), the binomial distribution

9.      October 29, 2019: Normal distribution

Ø  Assignment 2, Due date: November 7, 2019.

10.   November 5, 2019: Normal distribution, large sample theory

11.   November 8, 2019: Large sample theory (CLTs), point estimation (population and sample, parameters and statistics, MSE)

12.   November 12, 2019: Assignment 2 returned, point estimation (BLUE, MLE, CRLB)

13.   November 15, 2019: Point estimation (Properties of the MLE—consistency and efficiency), interval estimation

14.   November 19, 2019: Interval estimation, tests of hypotheses

15.   November 22, 2019: Tests of hypotheses (The LR test, the Neyman-Pearson lemma, Confidence intervals, confidence level, a binomial example, and a normal example)

Ø  November 26, 2019: The final exam

 

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