Teaching

2018 Semester 1

Nanyang Technological University, Singapore

Program of Economics, School of Social Sciences

Introductory Econometrics HE2004

Lectures: Wednesday 09:30~11:30 (Lecture Theatre 1)

Tutorial Sessions: Thursday 10:30~11:30/11:30~12:30/13:30~14:30

Teaching materials can be found in NTULearn.

Singapore, March 2016

2017年度・前期

京都大学経済学研究科・計量経済学(英語) 隔週, 水,

Kyoto University, Graduate School of Economics, Econometrics, Wednesday, 13:00~14:30 and 14:14~16:15 3限(13:00～14:30), 4限(14:45～16:15) : 総合研究2号館3階・マルチメディア室

1. 4/19 Guidance, Review of Probability

2. 5/10 Review of Probability & Statistics, Linear Regression with One Regressor (OLS estimator & assumptions)

3. 5/24 Linear Regression with One Regressor (OLS properties, tests & confidence interval)

4. 6/21 Linear Regression with One Regressor (Binary regressor, Heteroskedasticity), Linear Regression with Multiple Regressors (Omitted variable bias, Multiple regression model, Multicollinearity)

5. 7/5 Linear Regression with Multiple Regressors (Model specification, F test, Confidence set), Regression with Panel Data (Panel data with two time periods, Fixed effects regression)

6. 7/19 Instrumental Variables Regression (The IV model and assumptions, Two stage least squares estimator, Weak instrument), Experiments and Quasi-Experiments (Potential outcomes, Average causal effect, Differences-in-differences, Regression discontinuity)