Econometrics II

Econometrics (Graduate Level)

• Wednesdays, 13:00-14:30
• Office hours: Wednesdays, 15:00-16:00 (after class)
  • Please make an appointment for hours other than above.
• Prerequisite: Special Lectures in Economics (Statistical Analysis) and Econometrics I
• Lecture slides will be available below.
• References
  • W.H. Greene (2012): Econometric Analysis, seventh edition, Pearson
  • J.D. Hamilton (1994): Time Series Analysis, Princeton University Press

TA Session by Mr. Fukumura and Mr. Sakamoto

• Mondays, 16:20-17:50 (starting on October 17)
• Room 605, Graduate School of Economics Buildings (法経研究棟)
• Each session will give a review of topics covered in class with some applications.
• TA notes will be available below.

Evaluation

• Final exam (60%) and two assignments (40%)

Lecture Slides

1. 10/05/2016 Statistics Test（統計検定）
2. 10/12/2016
3. 10/19/2016
4. 10/26/2016
5. 11/02/2016
6. 11/09/2016 Assignment 1 (Due 2:30 p.m. November 30)
7. 11/16/2016
8. 11/30/2016
9. 12/07/2016 Assignment 1 (corrected) Solutions to Assignment 1
10. 12/14/2016
11. 12/21/2016 Assignment 2 (Due 2:30 p.m. January 11, 2017)
12. 01/11/2017
13. 01/18/2017 Solutions to Assignment 2
14. 01/25/2017
15. 02/01/2017

TA Notes

1. 10/17/2016
2. 10/24/2016
3. 10/31/2016
4. 11/14/2016
5. 11/21/2016
6. 11/28/2016
7. 12/05/2016
8. 12/12/2016
9. 12/19/2016
10. 01/16/2017
11. 01/23/2017
12. 01/30/2017
13. 02/06/2017

Final Exam

• February 8, 2016, Wednesday, 13:00-14:30
• Room 31（文法経講義棟）
• 60 - 70% out of 100% are from two assignments.
  • Assignment 1, Solutions to Assignment 1
  • Assignment 2, Solutions to Assignment 2
• 30 - 40% are new questions.
  • Practice Questions
• Answer all the questions in Japanese or English.
• You cannot use anything except for a pen, an eraser and a clock in the Exam.
• You cannot use a mobile phone as a clock.

Results

• A copy of graded exam is available upon request via email.