Date and Place: Room 507, Tuesday, 13:00-14:30 (with Kenta KUDO)

Main Textbook: Econometric Analysis of Cross Section and Panel Data, Second Edition (The MIT Press) (Wooldridge, J. M.)

What we learn here is:

• Review of Introductory Linear Algebra (#01)

• Review of Introductory Probability Theory (#02)

• OLSE for Single Regression Model (#03)

• Law of Large Numbers and Central Limit Theorem (#04)

• Asymptotic Properties of OLSE for Single Regression Model (#05)

• Test Statistics (#05)

• OLSE for Multiple Regression Model (#06-07)

• GLSE (for Multiple Regression Model) (#08-09)

• M-Estimator (#10)

• MLE

• Large Sample Test (#15)

• Introduction to Time Series Analysis (#16)

Handouts

• TA Session #01-#03

• TA Session #04-#07

• TA Session #08-#12

• TA Session #13

• TA Session #14

• TA Session #15

• TA Session #16