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Lecture Note > Fundamentals of Econometric Methods

Text books:

Ashenfelter, O., Levine, P.B. and Zimmerman, D.J.(2003) Statistics and Econometrics: Methods and Applications, New York: John Wiley & Sons

All class materials are provided through internet of ICS, Hitotsubashi University.

Fall Semester: Data Program
Chapter 1 Introduction
Chapter 2 Basic Probability Theory
Chapter 3 Random Variables and Probability Distributions Stata file(53KB)
Excel file(433KB) 		randomwalk7(1KB)
randomwalk8(1KB)
Chapter 4 Mathematics of Expectations
Chapter 5 Multivariate Distributions Excel file(91KB)
Chapter 6 Sampling and Sampling Distribution
Chapter 7 Estimation
Chapter 8 Interval Estimation and Hypothesis Testing
Chapter 9 Simple Linear Regression
Chapter 10 Inferences in Simple Linear Regression
Chapter 11 Multiple Regression
Chapter 12 Extending the Multiple Regression Model dummyvar(1KB)
Homework:
Do all excercises at the end of each chapter.
Final Exam:
Report a Statistical Analysis of your interest. Use all your knowledge you obtained from this class and STATA manual.

Spring Semester: 		Data Program
Chapter 13 Specification Error, Multicollinearity, and Measurement Error
Chapter 14 Heteroskedasticity and Serial Correlation
Chapter 15 Simultaneous Equations
Chapter 16 Dummy Dependent Variable Models
Chapter 17 Analysis of Time Series Data
Chapter 18 Panel Data Methods
Homework:
Do all excercises at the end of each chapter.
Final Exam:
Report a Statistical Analysis of your interest. Use all your knowledge you obtained from this class and STATA manual.