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# Statistical Methods

This is an introductory course in statistics and econometrics. The objective of the course is to make students become familiar with how to use and interpret basic descriptive statistics, probability distributions, point and interval estimations, hypothesis testing, forecasting, and simple regression analysis. The course will focus on concepts and practice needed for understanding the existing empirical studies as well as for carrying out their own empirical works in economics. Students will learn how to apply the methods presented in class to real dataset through computer exercises using the econometric software, such as STATA. Course will cover the following topics:

コース名

5113061
GPP-MP5E10L3
Statistical Methods

A1 A2

4

NO

Course outline will be as follows: 1. Basic Statistics Concepts 2. Probability 3. Probability Distribution I (discrete random variables) 4. Probability Distribution II (continuous random variables) 5. Sample Statistics and Sampling Distribution 6. Estimation (point and interval estimations) 7. Hypothesis Testing 8. Simple Regression 9. Multiple Regression 10. Additional Topics (omitted variable, multicollinearity, heteroskedasticity) 11. Endogeneity, Instrumental Variable Regression 12. Advanced Topics on Regression Analysis (panel data or time series regressions)

Lecture and computer exercises

Grades will be based on problem sets (20%), a midterm exam (30%), and a cumulative final exam (50%).

・Newbold, P., Carlson, W., and B. Thorne., 2013. Statistics for Business and Economics (8th edition), Prentice Hall. ・Stock, J. and Watson, M., 2014. Introduction to Econometrics, (3rd edition), Pearson Education Ltd. ・Greene, W. 2017. Econometric Analysis, 8th Edition, Pearson.

Useful reference books are: ・DeGroot, M. and M. Schervish, 2012. Probability and Statistics (4th edition), Addison Wesley. ・Wooldridge, J., 2015. Introductory Econometrics: A Modern Approach, (6th edition), South-Western College Pub.

Students are expected to have basic knowledge on mathematics and statistics.
その他
The capacity of this course is 55 students. If the enrollment limit was exceeded, the lottery will be held. The priority shall conform to the following order. 1. GraSPP students who take as required course. 2. Other GraSPP students 3. Other Graduate School students The lottery will be held among the students who registered the course via UTAS by Monday, October 7. Please note that the students who do not register as of Monday, October 7 cannot take this course. When you cannot register the course by Monday, October 7 as you are other graduate school student, please ask your graduate school office to register the course instead of you. The results of the lottery will be posted to GraSPP Student Bulletin board (http://www.pp.u-tokyo.ac.jp/en/student-bulletin-board/) on Wednesday, October 9. When the lottery is not held, it will be also announced on the site mentioned above. The registration of losing students on the UTAS will be withdrawn by GraSPP Office.