日本語 English
| 開講年度/ Academic YearAcademic Year |
20242024 |
| 科目設置学部/ CollegeCollege |
経営学研究科/Graduate School of BusinessGraduate School of Business |
| 科目コード等/ Course CodeCourse Code |
KT501/KT501KT501 |
| テーマ・サブタイトル等/ Theme・SubtitleTheme・Subtitle |
|
| 授業形態/ Class FormatClass Format |
対面（全回対面）/Face to face (all classes are face-to-face)Face to face (all classes are face-to-face) |
| 授業形態（補足事項）/ Class Format (Supplementary Items)Class Format (Supplementary Items) |
Face-to-face |
| 授業形式/ Class StyleCampus |
講義/LectureLecture |
| 校地/ CampusCampus |
池袋/IkebukuroIkebukuro |
| 学期/ SemesterSemester |
秋学期/Fall semesterFall semester |
| 曜日時限・教室/ DayPeriod・RoomDayPeriod・Room |
金2/Fri.2 Fri.2 ログインして教室を表示する（Log in to view the classrooms.） |
| 単位/ CreditsCredits |
22 |
| 科目ナンバリング/ Course NumberCourse Number |
MIB6211 |
| 使用言語/ LanguageLanguage |
英語/EnglishEnglish |
| 履修登録方法/ Class Registration MethodClass Registration Method |
科目コード登録/Course Code RegistrationCourse Code Registration |
| 配当年次/ Assigned YearAssigned Year |
配当年次は開講学部のR Guideに掲載している科目表で確認してください。配当年次は開講学部のR Guideに掲載している科目表で確認してください。 |
| 先修規定/ Prerequisite RegulationsPrerequisite Regulations |
|
| 他学部履修可否/ Acceptance of Other CollegesAcceptance of Other Colleges |
履修登録システムの『他学部・他研究科履修不許可科目一覧』で確認してください。 |
| 履修中止可否/ Course CancellationCourse Cancellation |
－（履修中止制度なし/ No system for cancellation) |
| オンライン授業60単位制限対象科目/ Online Classes Subject to 60-Credit Upper LimitOnline Classes Subject to 60-Credit Upper Limit |
|
| 学位授与方針との関連/ Relationship with Degree PolicyRelationship with Degree Policy |
各授業科目は、学部・研究科の定める学位授与方針（DP）や教育課程編成の方針（CP）に基づき、カリキュラム上に配置されています。詳細はカリキュラム・マップで確認することができます。 |
| 備考/ NotesNotes |
Students are expected to have knowledge of Applied Econometrics(as KT231). |
Upon successful completion of the course, students should be able to:
* demonstrate an understanding of the key concepts of microeconometrics that can be applied to analyze cross-sectional and panel data,
* use computational skills to perform data analyses, and
* critically evaluate and discuss empirical research.
This course is to provide students with econometric theory and computational skills which are essential for data analysis. The emphasis will be placed on the application of the theory from a practical point. The course mainly builds upon the microeconometric methods including the linear and non-linear regressions, panel data analysis and the limited dependent variable models, and students will learn how to use Stata to conduct model estimations.
| 1 | Multiple linear regression (MLR) model revisited |
| 2 | Instrumental variables estimation (I) |
| 3 | Instrumental variables estimation (II) |
| 4 | Difference-in-differences analysis (I) |
| 5 | Difference-in-differences analysis (II) |
| 6 | Panel data analysis: first-differenced estimation |
| 7 | Panel data analysis: fixed effects estimation |
| 8 | Panel data analysis: random effect estimation |
| 9 | Binary response: linear probability model |
| 10 | Binary response: latent variable framework |
| 11 | Binary response: Logit and Probit models (I) |
| 12 | Binary response: Logit and Probit models (II) |
| 13 | Corner solution response: Tobit model (I) |
| 14 | Corner solution response: Tobit model (II) |
板書 /Writing on the Board
スライド（パワーポイント等）の使用 /Slides (PowerPoint, etc.)
上記以外の視聴覚教材の使用 /Audiovisual Materials Other than Those Listed Above
個人発表 /Individual Presentations
グループ発表 /Group Presentations
ディスカッション・ディベート /Discussion/Debate
実技・実習・実験 /Practicum/Experiments/Practical Training
学内の教室外施設の利用 /Use of On-Campus Facilities Outside the Classroom
校外実習・フィールドワーク /Field Work
上記いずれも用いない予定 /None of the above
Explorative learning will be announced on “Canvas” after the course registration.
| 種類 (Kind) | 割合 (%) | 基準 (Criteria) |
|---|---|---|
| 平常点 (In-class Points) | 100 |
Assignments(30%) 最終テスト(Final Test)(40%) 最終レポート(Final Report)(30%) |
| 備考 (Notes) | ||
| No | 著者名 (Author/Editor) | 書籍名 (Title) | 出版社 (Publisher) | 出版年 (Date) | ISBN/ISSN |
|---|---|---|---|---|---|
| 1 | Jeffrey M. Wooldridge | Introductory Econometrics: A Modern Approach, 7ed | CENGAGE Learning | 2019 | 9781337558860 |
| No | 著者名 (Author/Editor) | 書籍名 (Title) | 出版社 (Publisher) | 出版年 (Date) | ISBN/ISSN |
|---|---|---|---|---|---|
| 1 | A. Colin Cameron and Pravin K.Trivedi | Microeconometrics Using Stata, Second Edition Volume I: Cross-Sectional and Panel Regression Methods | Stata Press | 2022 | 9781597183611 |
| 2 | A. Colin Cameron and Pravin K.Trivedi | Microeconometrics Using Stata, Second Edition Volume II: Nonlinear Models and Causal Inference Methods | Stata Press | 2022 | 9781597183628 |
| 3 | Jeffrey M. Wooldridge | Econometric Analysis of Cross Section and Panel Data, Second Edition | MIT Press | 2001 | 9780262232197 |
Students are expected to have knowledge of Applied Econometrics (as KT231).
Upon successful completion of the course, students should be able to:
* demonstrate an understanding of the key concepts of microeconometrics that can be applied to analyze cross-sectional and panel data,
* use computational skills to perform data analyses, and
* critically evaluate and discuss empirical research.
This course is to provide students with econometric theory and computational skills which are essential for data analysis. The emphasis will be placed on the application of the theory from a practical point. The course mainly builds upon the microeconometric methods including the linear and non-linear regressions, panel data analysis and the limited dependent variable models, and students will learn how to use Stata to conduct model estimations.
| 1 | Multiple linear regression (MLR) model revisited |
| 2 | Instrumental variables estimation (I) |
| 3 | Instrumental variables estimation (II) |
| 4 | Difference-in-differences analysis (I) |
| 5 | Difference-in-differences analysis (II) |
| 6 | Panel data analysis: first-differenced estimation |
| 7 | Panel data analysis: fixed effects estimation |
| 8 | Panel data analysis: random effect estimation |
| 9 | Binary response: linear probability model |
| 10 | Binary response: latent variable framework |
| 11 | Binary response: Logit and Probit models (I) |
| 12 | Binary response: Logit and Probit models (II) |
| 13 | Corner solution response: Tobit model (I) |
| 14 | Corner solution response: Tobit model (II) |
板書 /Writing on the Board
スライド（パワーポイント等）の使用 /Slides (PowerPoint, etc.)
上記以外の視聴覚教材の使用 /Audiovisual Materials Other than Those Listed Above
個人発表 /Individual Presentations
グループ発表 /Group Presentations
ディスカッション・ディベート /Discussion/Debate
実技・実習・実験 /Practicum/Experiments/Practical Training
学内の教室外施設の利用 /Use of On-Campus Facilities Outside the Classroom
校外実習・フィールドワーク /Field Work
上記いずれも用いない予定 /None of the above
Explorative learning will be announced on “Canvas” after the course registration.
| 種類 (Kind) | 割合 (%) | 基準 (Criteria) |
|---|---|---|
| 平常点 (In-class Points) | 100 |
Assignments(30%) 最終テスト(Final Test)(40%) 最終レポート(Final Report)(30%) |
| 備考 (Notes) | ||
| No | 著者名 (Author/Editor) | 書籍名 (Title) | 出版社 (Publisher) | 出版年 (Date) | ISBN/ISSN |
|---|---|---|---|---|---|
| 1 | Jeffrey M. Wooldridge | Introductory Econometrics: A Modern Approach, 7ed | CENGAGE Learning | 2019 | 9781337558860 |
| No | 著者名 (Author/Editor) | 書籍名 (Title) | 出版社 (Publisher) | 出版年 (Date) | ISBN/ISSN |
|---|---|---|---|---|---|
| 1 | A. Colin Cameron and Pravin K.Trivedi | Microeconometrics Using Stata, Second Edition Volume I: Cross-Sectional and Panel Regression Methods | Stata Press | 2022 | 9781597183611 |
| 2 | A. Colin Cameron and Pravin K.Trivedi | Microeconometrics Using Stata, Second Edition Volume II: Nonlinear Models and Causal Inference Methods | Stata Press | 2022 | 9781597183628 |
| 3 | Jeffrey M. Wooldridge | Econometric Analysis of Cross Section and Panel Data, Second Edition | MIT Press | 2001 | 9780262232197 |
Students are expected to have knowledge of Applied Econometrics (as KT231).