2022 Spring-Summer Term --- Econometrics (Wed 1, Spring-Summer Term, for Graduate Students)

• This class is based on Statistics (Wed 2 and Fri 3, Spring-Summer Term) and Econometrics (Tue 1 and Thu 2, Fall-Winter Term), which are provided by Department of Economics, and Basic Statistics (Tue 5, Spring-Summer Term), provided by Graduate School of Economics.
  Thus, Statistics and Econometrics of undergraduate level are prerequisites. However, we sometimes review them in the class.
  Furthermore, Special Lectures in Economics (Statistical Analysis) or Statistical Analysis (Wed 2, Spring-Summer Term), provided by Graduate School of Economics, should be studied with this class.
  Or, do self-study using the lecture notes of http://www2.econ.osaka-u.ac.jp/~tanizaki/class/2012/econome1/index.htm (The notes are written in English with Japanese translation for statistics terms).

• Face to face + Online Class
      Classroom: Room #1 (1 番講義室), Building for Lectures of Law and Economics Departments (法経講義棟)
      Online: Zoom URL ( <--- Do not touch except class!!) ---> Everybody may join this class without contacting me.
  

• References ---> not textbooks
      W.H. Greene (2012), Econometric Analysis (7th ed.)
      J.D. Hamilton (1994), Time Series Analysis
  

• TA
  • Wang Xin (王 馨，オウ ケイ):             wx1184097947 [at] yahoo.com
    Zheng Xuzhu (鄭 旭珠，テイ キョクシュ):   zhengxuzhu_u [at] yahoo.co.jp
    
  • TA Session (Online) ---> Question-and-Answer session
    
    • Thur. 16:50-18:20
    • Zoom URL
      Meeting ID: 799 483 4629
      Passcode: Keiryou1ta
      
  • Ask TAs directly in the TA session if you have questions about class, homework and etc.
  • TA Session Notes
    1. 2022/04/14
       
    2. 2022/04/28
       
    3. 2022/05/12
       
    4. 2022/05/19
       
    5. Homework #1 Solution (2022/05/25, updated on 2022/06/21) ---> Name List
       
    6. 2022/05/26
       
    7. 2022/06/02
       
    8. Homework #2 Solution (2022/06/15) ---> Name List (updated at PM16:10) ---> The final exam is changed to face-to-face exam.
       
    9. 2022/06/09
       
    10. 2022/06/16
        
    11. 2022/06/30
    12. Homework #3 Solution (2022/07/06, updated on AM11:15 2022/07/07) ---> Name List
        

• Lecture Notes for Econometrics I ---> Download the lecture notes after class.
  
  1. 2022/04/13
     
  2. 2022/04/20
     
  3. 2022/04/27
     2022/05/04 ---> Holiday
     
  4. 2022/05/11, Homework #1 (deadline: 24 May 2022, 23:59:59 in Japan time)
     Correction of Proof of Asymptotic Normality in the Single Regression Case (pp.27-28 on 2022/04/20)
     
  5. 2022/05/18
     
  6. 2022/05/25, Homework #2 (deadline: 14 June 2022, 23:59:59 in Japan time)
     
  7. 2022/06/01
     
  8. 2022/06/08
     
  9. 2022/06/15, Homework #3 (deadline: 5 July 2022, 23:59:59 in Japan time by the email, or 18:00:00 in Tanizaki's mailbox)
     
  10. 2022/06/22
      
  11. 2022/06/29
      
  12. 2022/07/06
      
  13. 2022/07/13
      
  14. 2022/07/20
      
  15. 2022/07/27
      2022/08/03 ---> Final Exam
      

      To bind all the pdf files, this software is useful.

  
  
• Notes on Homework #3
  • Write your name and student ID in your answer sheet. (I am not going to grade without name and ID.)
  • Scan your answer sheet or take a picture, and send it back to me by email if the email size is less than 2.5MB.
    The deadline is 5 July, 2022, PM23:59:59.
    In this case, don't put your answer in Cloud File Server, and don't let me download it.
    Subject in the email should include the word "Econome" or "計量".
    I am not going to send the receipt email for the homework.
    
    One solution for reduction of the file size:
    
    • Using IrfanView (https://www.irfanview.com/), any image files can be converted to much smaller JPEG files.
      
    • Compare BMP file (file size: 6,221KB), JPEG file (file size: 838KB), and JPEG file (file size: 90KB <--- smallest of the three).
      
    • Thus, file size is adjustable for JPEG file.
    In the case where you send me more than 2.5MB file size, I will set up the web mail,
    which is installed in the econ.osaka-u.ac.jp mail server, so that the email directly goes to the Trash box (i.e., I will never receive your email).
    This is because my network capacity at home is not unlimited. Eventually I have a serious trouble this semester (see Remark).
  • If the email size exceeds 2.5MB, print it out and put it in my mailbox.
    In this case, the deadline is 5 July, 2022, PM18:00:00 (not PM23:59:59 in Japan time, because I am going to check my mailbox at 18:00 before going home).
    

    (*) Remark:
    First, your emails go to the mail server (econ.osaka-u.ac.jp). Second, I have to download your emails into my computer to read them (my network is used in this stage).
    I usually receive a lot of emails other than your homeworks.
    If I continue to receive too big files, I cannot work at home. My network capacity per month is limited at home.
    Actually, in the second half of last month after receiving your answer sheets, I could not work at home,
    because my network exceeded limitation of its capacity and accordingly I could not receive emails at home.
    My network capaciity has been already beyond its limitation this month, too. So, I cannot work at home until the end of this month.
    

  
  
• Final Exam (Face-to-Face Exam) --- Updated on 07/13/2022
  
  1. Date: 3 August, 2022, AM8:50-10:15
  2. Place: Classroom #1
  3. Exam coverage: From the beginning to the end of this class
  4. 60-70% are from the questions which are similar to the homeworks.
  5. In the exam you can see any books, my lecture notes and so on without iPhone, PC and other network devices.
     To borrow and/or lend books, calculator and so on is not allowed.
     No talk with others.
     
  6. If you cannot come to the classroom on 3 August, 2022, let me know before 2 August, 2022.
     I am going to send the exam individually by email before AM8:50.
     Send the answer sheet back to tanizaki [at] econ.osaka-u.ac.jp directly by AM10:30.
     The email size MUST be less than 2MB.
     "I want to take the exam at home" is no reason.
  7. 下記を掲示板に通知（8/2 AM10:00）

     Subject： 明日（8/3　1時間目）の試験について（予定通り）
     
     ● 明日（8/3　1時間目）の計量経済Iの試験について，予定通り，教室で行いますが，
     ・新型コロナ陽性の人
     ・濃厚接触者
     は，必ず，自宅で試験を受けてください。
     または，試験当日体調の悪い人は追試でも構いません。
     その場合は，教務係に連絡して追試の手続きを取ってください。
     
     ● 新型コロナ陽性の人は，My HER-SYSの療養証明書等を私宛にメールで送ってください。
     濃厚接触者の場合は，
     【安全衛生管理部ポータルサイト】https://www.dash.osaka-u.ac.jp/
     に必要事項を記入の上，私に連絡してください。
     どちらの場合も，私宛の連絡は今日中にお願いします。
     
     特に，濃厚接触者と申告した人で，後日，虚偽だと判明した場合は，成績を不合格としますので注意してください。
     
     ● 参考まで，新型コロナに関する本学の対応方針の掲載場所をお伝えします。
     マイハンダイにログインしてからご覧ください。
     【新型コロナウイルス感染者等が構成員に発生した場合の対応（基本的な考え方）（第１報〜第６報）】
     https://my.osaka-u.ac.jp/corona_staff/DASH/kihontekinakanngakata
     

  8. Final Exam Results: (8/4 PM15:00)
     
     The vertical axis is the number of people and the horizontal axis is the score.
     

     I am not going to put the exam answer in this website.
     If you want to see your answer sheet, come to my office (Room #347).

  
  
• Evaluation
  
  1. Final Exam + All the Homeworks
     ---> Even though you send me all the homeworks, you will fail this class if the final exam is too bad.