0 2025年度 春夏学期 「計量経済I 」(博士前期), 「計量経済特研I」(博士後期), 「上級計量経済1」(学部)

Spring-Summer Term, 2025
Econometrics I

Matrix operations are required in a graduate level of econometrics.
From Mathematical and Statistical Appendices A-E in the website:
https://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm,
you can download Greene-EA-7&8ed-Appendices.pdf. Study Appendix A.

This class is based on Statistics and Econometrics, which are provided by Undergraduate School of Economics,
and Basic Statistics and Special Lectures in Economics (Statistical Analysis), provided by Graduate School of Economics.
However, we sometimes review them in the class.

Class
  Date:         Tuesday, 8:50-10:20
  Classroom: Room #1 (1 番講義室), Building for Lectures of Law and Economics Departments (法経講義棟)

References ---> not textbooks
  W. H. Greene (2020), Econometric Analysis (8th ed.)
  J. D. Hamilton (1994), Time Series Analysis

TA
  Shintaro Minamoto (源 真太朗):     u681900g [at] ecs. osaka-u. ac. jp
  Jukina Hatakeyama (畠山 樹輝凪): u868710a [at] ecs. osaka-u. ac. jp

TA Session
  Date:         Thursday, 13:30-15:00
  Classroom is changed to: Room #509 (研究棟5階セミナー室509) from 12 June, 2025. But, on 31 July, 2025, the TA session is held in Room #1 (1番講義室).

Lecture Notes ---> You can download after each class.

  1. 2025/04/15
  2. 2025/04/22
    2025/04/29 (Holiday)
    2025/05/06 (Holiday)
  3. 2025/05/07 ---> (instead of 05/06)
  4. 2025/05/13
  5. 2025/05/20, Homework (Deadline: June 24, 2025, AM10:20) ---> Name List for HW #1
    If you have passed your answer sheet to me but o has not been checked yet in your student ID, please let me know as soon as possible. (June 24, 2025, PM14:30)
    (*) For undergeaduate students: 学部生で科目等履修生として履修している場合(すなわち,早期修了の場合),koan には科目等履修生の学籍番号で登録されています。
  6. 2025/05/27
  7. 2025/06/03
  8. 2025/06/10
  9. 2025/06/17
  10. 2025/06/24, Homework #2 (Deadline: July 22, 2025, AM10:20)
  11. 2025/07/01
  12. 2025/07/08
  13. 2025/07/15
  14. 2025/07/22
  15. 2025/07/29
    2025/08/05 (Final Exam)