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2014 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¤T¡G°ê»Ú¥ø·~©Ò¡A¸gÀÙ©Ò

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (A, B, C) 18:30 - 21:15

¦aÂI¡GºÞ¤@402

 Course Syllabus (2014/09/10)

Lectures:  

          1. Ch1: Linear and Matrix Algebra (2014/09/20)

          2. Ch2: Statistical Concepts (2014/09/10)

          3. Ch3: Classical Least Squares Theory (2014/09/10)

          4. Ch4: Generalized Least Squares Theory (2014/09/10)

          5. Ch5: Elements of Probability Theory (2014/09/10)

          6. Ch6: Asymptotic Least Squares Theory: Part I (2014/09/10)

          7. Ch8: Nonlinear Least Squares Theory (2014/09/10)

          8. Ch9: Quasi-Maximum Likelihood Theory (2014/09/10)

          9. Ch10: Quasi-Maximum Likelihood: Applications (2014/09/10)

Slides:

           Analysis of Economic Data (2014/09/15)

          1. Classical Least Squares Theory (2014/10/20)

          2. Elements of Probability Theory  (2014/10/20)

          3. Asymptotic Least Squares Theory (2014/10/27)

         Sample Exam (2014/11/03)

          4. Nonlinear Least Squares Theory (2014/11/25)

          5. Quasi Maximum Likelihood Theory (2014/12/01)

          Lecture on Bootstrap-·sª© (2014/12/11)

          6. Introduction to Time Series Analysis (2014/12/29)

R:

       Data set (2014/09/29)     

       Data set (2014/09/29)        

      1. Introduction_to_R.R (2014/10/15)

      2. Introduction (2014/10/15)

      3. Regression_and_simulation.R (2014/10/15)

      4. Hiebeler-matlabR (2014/10/15)

     

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2013 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¤T¡G°ê»Ú¥ø·~©Ò¡A¸gÀÙ©Ò

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (A, B, C) 18:30 - 21:15

¦aÂI¡G±Ð«Ç²§°Ê³qª¾ (2013/09/11)

 Course Syllabus (2013/09/09)

R:

           1. Outline (2013/0913)

           2. Hiebeler-matlabR(1) (2013/09/13)         

.          3. Introduction (2013/09/11)

           4. Unemployment_Data (2013/10/01)

           5. Introduction_to_R.R (2013/10/7)

           6. Announcement (2013/10/07)

           7. Simulations_and_Statistical_Power (2013/10/07)

Lectures:  

          1. Ch1: Linear and Matrix Algebra (2013/09/02)

          2. Ch2: Statistical Concepts (2013/09/02)

          3. Ch3: Classical Least Squares Theory (2013/09/02)

          4. Ch4: Generalized Least Squares Theory (2013/09/02)

          5. Ch5: Elements of Probability Theory (2013/09/02)

          6. Ch6: Asymptotic Least Squares Theory: Part I (2013/09/02)

          7. Ch8: Nonlinear Least Squares Theory (2013/09/02)

          8. Ch9: Quasi-Maximum Likelihood Theory (2013/09/02)

          9. Ch10: Quasi-Maximum Likelihood: Applications (2013/09/02)

Slides:

          1. Classical Least Squares Theory (2013/09/02)

          2. Elements of Probability Theory (2013/09/02)

          3. Asymptotic Least Squares Theory (2013/09/02)

          4. Nonlinear Least Squares Theory (2013/09/02)

          5. Quasi Maximum Likelihood Theory (2013/09/02)

          6. Introduction to Time Series Analysis (2013/09/02)

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2012 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¤T¡G°ê»Ú¥ø·~©Ò¡A¸gÀÙ©Ò

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G±Ð«Ç²§°Ê³qª¾

          ´Á¥½¦Ò¦aÂI³qª¾

Course Syllabus (2012/09/09)

R:

R Installation Instructions (2012.09.09)

Getting started with R (2012.09.09)

lecture (set up) (2012.09.17)

code (2012.09.17)

Homework 1 of R (2012.09.17)

Homework 2 of R (2012.09.24)

Data of suicide rate & other variables

code (2012.09.24)

Homework 3 of R (2012.10.15)

code (2012.10.15)

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Lectures:

          1. Ch1: Linear and Matrix Algebra (2012/09/17)

          2. Ch2: Statistical Concepts (2012/09/17)

          3. Ch3: Classical Least Squares Theory (2012/09/17)

          4. Ch4: Generalized Least Squares Theory (2012/09/17)

          5. Ch5: Elements of Probability Theory (2012/09/17 )

          6. Ch6: Asymptotic Least Squares Theory: Part I (2012/09/17)

          7. Ch8: Nonlinear Least Squares Theory (2012/10/08)

          8. Ch9: Quasi-Maximum Likelihood Theory (2012/10/08)

          9. Ch10: Quasi-Maximum Likelihood: Applications (2012/10/08)

Slides:

          1. Classical Least Squares Theory (2012/10/15 update)

          2. Elements of Probability Theory (2012/09/17)

          3. Asymptotic Least Squares Theory (2012/09/17)

          4. Nonlinear Least Squares Theory (2012/10/08)

          5. Quasi Maximum Likelihood Theory (2012/10/08)

          6. Introduction to Time Series Analysis (2012/12/03)

Exam-ET_2010 (2012/12/24)
Exam-ET_2011 (2012/12/24)

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2011 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¤T¡G°ê»Ú¥ø·~©Ò¡A¸gÀÙ©Ò

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¤@¸¹À] 2F 203 ±Ð«Ç

Course Syllabus (2011/09/18)

          Lectures:

          1. Ch1: Linear and Matrix Algebra (2011/09/18)

          2. Ch2: Statistical Concepts (2011/09/18)

          3. Ch3: Classical Least Squares Theory (2011/09/18)

          4. Ch4: Generalized Least Squares Theory (2011/09/18)

          5. Ch5: Elements of Probability Theory (2011/11/07 )

          6. Ch6: Asymptotic Least Squares Theory: Part I (2011/11/12)

          7. Ch8: Nonlinear Least Squares Theory (2011/11/28)

          8. Ch9: Quasi-Maximum Likelihood Theory (2011/12/12)

          9. Ch10: Quasi-Maximum Likelihood: Applications (2011/12/26)

          Slides:

          1. Linear Algebra (2011/09/26 update)

          2. Classical Least Squares Theory (2011/10/24)

          3. Elements of Probability Theory (2011/11/07)

          4. Asymptotic Least Squares Theory (2011/12/05)

          5. Nonlinear Least Squares Theory (2011/11/28)

          6. Quasi Maximum Likelihood Theory (2011/12/12)

          7. Introduction to Time Series Analysis (2011/01/04)

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          Exercises for Practice in Linear Algebra (2011/09/26)

          ¦Û±þ²v»P¬ÛÃöÅܼƪº¸ê®Æ (Data of suicide rate & other variables)  

        R Installation Instructions

        Getting started with R (Correction at p.17) (2011/11/14)

        Homework 1 of R (2011/10/24)

        R code (2011/10/24)

        Homework 2 of R (2011/11/02)

         Homework 3 of R (2011/11/22)

         LLN& CLT (example code) (2011/11/22)

         Exam-ET_2009 (2012/01/04)

         Exam-ET_2010 (2012/01/04)

        

         

         

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2011 ¦~¬K©u¡G

°]°È­p¶q±MÃD¤@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°| ¶L¸¹À] 203 

Course Syllabus (2011/02/21)

        Lectures:

        1.  Lecture on Time Series Diagnostic Tests (2011/03/07)

        2.  Lecture on the Markov Switching Model (2011/03/21 update)

        3.  Lecture on Bootstrap (2011/04/18)

        4. Term Paper and Presentation Requirements (2011/04/18)

       Slides:

        1. Introduction to Time Series Analysis (2011/03/29 update)

        2. Lecture on the Markov Switching Model (2011/04/11 update)

        3. Introduction to Time Series Diagnostic Tests (2011/03/29 update)

        4. Reading list no. 2 (2011/04/18 update) 

        5. Slides: Predicting Defaults with Regime Switching Intensity: Model and Empirical Evidence (2011/04/26 update) 

        6.  Lecture on Bootstrap (2011/04/18)

        7. Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications (2011/05/02 update) 

        8. Generalized Method of Moment (2011/05/30 update)

        9. Introduction to Quantile Regression  (2011/06/13 update)

       

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        Note:  R Installation Instructions (2011/03/07)

                  Getting Started With R (2011/03/14)

                  Homework 1 (2011/03/21 update)

                  Homework 2 (2011/03/29)

                  Homework 2: reference document (2011/03/29)

                  Homework 3 (2011/04/25)

                  Homework 4 (2011/05/02)

                 

                 

                 

2010 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¤T¡G°ê»Ú¥ø·~©Ò¡A¸gÀÙ©Ò

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 204

Course Syllabus (2010/09/11 Update)

          Lectures:

          1. Ch1: Linear and Matrix Algebra (2010/09/11)

          2. Ch2: Statistical Concepts (2010/09/11)

          3. Ch3: Classical Least Squares Theory (2010/10/19 Update)

          4. Ch4: Generalized Least Squares Theory (2010/10/19 Update)

5. Ch5: Elements of Probability Theory (2010/10/19 Update)

6. Ch6: Asymptotic Least Squares Theory: Part I (2010/11/01 Update)

7. Ch8: Nonlinear Least Squares Theory (2010/11/29)

8. Ch9: Quasi-Maximum Likelihood Theory (2010/12/27 Update)

9. Ch10: Quasi-Maximum Likelihood: Applications  (2010/12/27)

          Slides:

          1. Classical Least Squares Theory (2010/09/23 Update)

Note: the changes are mainly in the section of GLS

2. Elements of Probability Theory (2010/10/04)

3. Asymptotic Least Squares Theory (2010/10/19 Update)

4. Nonlinear Least Squares Theory (2010/11/22)

5. Quasi Maximum Likelihood Theory (2010/12/20 Update)

6. Introduction to Time Series Analysis (2011/1/10 Update)

HW:

1. R_HW_20101011 (2010/10/12 Update) (¦³µ{¦¡½X´£¥Ü)

2. R_HW_20101101 (2010/11/02 Update)

 Note: R (2010/10/01 Update) Á¿¸q§ó·sªº³¡¤À¬Oexample 6¥H¤Î²ßÃD²Ä¥|ÃD

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2010 ¦~¬K©u¡G

°]°ÈÀ³¥Î¹êÃÒ¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 204

Course Syllabus (2010/02/22)

           Lectures:

           1. Lecture on Basic Time Series Models  (2010/02/22)

           2. Lecture on Time Series Diagnostic Tests (2010/03/12 Update)

           3. Lecture on the Markov Switching Model (2010/5/17 12:15)

           Slides:

           1. Introduction to Time Series Analysis (2010/5/25 19:00 Update)

           2. The Markov Switching Model (2010/5/18 10:00)

           3. Introduction to Quantile Regression (2010/05/31 13:00)

          

              

  

­p¶q¸gÀپǤG¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤G (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 201

Course Syllabus (2010/02/22)

          1. Ch1: Linear and Matrix Algebra (2010/02/22)

          2. Ch2: Statistical Concepts (2010/02/22)

          3. Ch3: Classical Least Squares Theory (2010/02/22)

          4. Ch4: Generalized Least Squares Theory (2010/02/22)

          5. Ch5: Elements of Probability Theory (2010/02/22)

          6. Ch6: Asymptotic Least Squares Theory: Part I (2010/02/22)

          7. Ch7: Asymptotic Least Squares Theory: Part II (2010/02/22)

          8. Ch8: Nonlinear Least Squares Theory (2010/3/17 Update)

          9. Quasi Maximum Likelihood Theory (2010/6/18 15:30 ³Ì·s­×¥¿ª©)

         10. Introduction to Time Series Analysis (2010/5/25 19:00)

         11. Generalized Method of Moment (2010/6/18 15:30 ³Ì·s­×¥¿ª©)

          

  ­×¥¿¡G§@·~ 9.1, ÃD¥Ø¤¤ for all À³¸Ó¬O for some.

       

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2009 ¦~¬î©u¡G

­p¶q¸gÀپǤ@¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 204

Course Syllabus (2009/09/07)

           1. Elements of Matrix Algebra (2009/09/07)

           2. Ch1: Linear and Matrix Algebra (2009/09/28)

           3. Ch2: Statistical Concepts (2009/09/28)

           4. Ch3: Classical Least Squares Theory (2009/09/28)

           5. Ch4: Generalized Least Squares Theory (2009/11/02 Update)

           6. Ch5: Elements of Probability Theory (2009/11/03 Update)

           7. Ch6: Asymptotic Least Squares Theory: Part I (2009/12/21 Update)

           8. Ch7: Asymptotic Least Squares Theory: Part II (2009/12/14 Update)

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R_Note_Fall 2009 (2009/11/04 Update)

R_Exercises_Fall 2009 (2009/11/04)

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2009 ¦~¬K©u¡G

°]°ÈÀ³¥Î¹êÃÒ¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (5, 6, 7) 13:20 - 16:20

¦aÂI¡G¥x¤jºÞ²z¾Ç°|³ü¸¹À]²Ä¤@·|ij«Ç

Course Syllabus (2009/04/20)

           1. Time Series Diagnostic Tests

           2. Lecture on Bootstrap (2009/05/22)

           3. Lec-HAC_0802 (2009/04/20)

R_Note

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2007 ¦~¬K©u¡G

­p¶q¸gÀÙ²z½×¡]¥|¡^¡G¸gÀÙ©Ò¡B°ê»Ú¥ø·~©Ò; ­p¶q¸gÀپǡ]¤G¡^¡G°]ª÷©Ò

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:10

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 202 ±Ð«Ç

Course Syllabus

ET: Introduction to Econometric Theory

Contents

1. Linear and Matrix Algebra

2. Statistical Concepts

3. Classical Least Squares Theory

4. Generalized Least Squares Theory

5. Elements of Probability Theory  

6. Asymptotic Least Squares Theory (2007/3/2)

7. Asymptotic Least Squares Theory : Part II (2007/3/22)

8. Nonlinear Least Squares Theory  (2007/4/27)

9. The Quasi-Maximum Likelihood Method: Theory   (2007/5/21)

10. Quasi-Maximum Likelihood: Applications  (2007/5/25)

KS1: Lecture Notes on Robust Tests (2007/2/26)

KS2: Lecture Notes on Basic Time Series Analysis  (2007/5/28)

KS3: Lecture Notes on Quantile Regression

KS4: Lecture Notes on Time Series Diagnostic Tests (2007/6/4)

Demostration of R (2007/6/6)

Introduction to R

Simulation (2007/3/3)

Slides: HAC Estimation and KVB Approach (2007/3/12)

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2004 ¦~¬î©u¡G

­p¶q¸gÀÙ²z½×¡]¤@¡^¡G°]ª÷¨t; ­p¶q¸gÀÙ²z½×¡]¤T¡^¡G¸gÀÙ¨t

®É¶¡¡G¬P´Á¤@ (6, 7, 8) 14:20 - 17:10

¦aÂI¡G¥x¤jºÞ²z¾Ç°|¶L¸¹À] 301 ±Ð«Ç

Course Syllabus

Lecture Notes

I. Elements of Matrix Algebra

II. Introduction to Econometric Theory

Contents

1. Linear and Matrix Algebra

2. Statistical Concepts

3. Classical Least Squares Theory

4. Generalized Least Squares Theory

5. Elements of Probability Theory

6. Asymptotic Least Squares Theory

7. Asymptotic Least Squares Theory : Part II 

8. Nonlinear Least Squares Theory 

9. The Quasi-Maximum Likelihood Method: Theory (2004/12/27)

III. Supplemental Reading

A Note on Robust Hypothesis Testing 

Basic Time Series Analysis  (2005/1/2)

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2003 ¦~¬î©u: ­p¶q¸gÀÙ²z½×¡]¤@¡^

®É¶¡¡G¬P´Á¤@ (6, 7, 8)

¦aÂI¡G¥x¤jºÞ²z¾Ç°|ºÞ³ü 204 ±Ð«Ç

Course Syllabus

Lecture Notes

I. Elements of Matrix Algebra

II. Introduction to Econometric Theory

Contents

1. Linear and Matrix Algebra

2. Statistical Concepts

3. Classical Least Squares Theory

4. Generalized Least Squares Theory

5. Elements of Probability Theory

6. Asymptotic Least Squares Theory

7. Asymptotic Least Squares Theory : Part II

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2003 ¦~¬K©u¡GÀ³¥Î°]°È­p¶q¸gÀÙ¾Ç

Course Syllabus

Guidelines for Term Papers

Lecture Notes

I. Lecture on Basic Time Series Models (March 6, 2003)

II. Lecture on the Markov Switching Model (March 8, 2003)

III. Lecture on Time Series Diagnostic Tests (March 26, 2003)

IV. A Note on Robust Hypothesis Testing

V. An Introduction to Quantile Regression

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