1/3/2016

SyllabusSearchViewSyllabusInformation

View Syllabus Information

Course Information
Year 2015

School Graduate School of Economics

Course Title Economic Data Analysis

ECP500a7
Instructor UEDA, Atsuko
Term/Day/Period fall semesterMon.1
Category Compulsory Courses
Classroom 3-903 (SPSE PC Room)
Course Key 3200000221

Eligible Year 1st year and above

Credits 2

Campus waseda
Course Class Code 01

Main Language English

Course Code ECNT621L

First Academic Economics
disciplines
Second
Academic Theoretical Economics / Economic History
disciplines
Third Academic Economic Statistics / Econometrics
disciplines
Level Level of Master

Syllabus Information

Types of lesson Lecture

Latest Update2015/03/02 18:44:00

Subtitle Statistics and Basic Econometrics for Empirical Analysis of Economics using Computer Software
Course Outline This is a highlyintensive course tooffer both inference statistics andintroductory econometrics for empirical analysis of econo
mics using computer software, namely,MS Excel and EViews. R is also introduced for thepurpose of the home-use.The top pri
ority is put on the statistical test on regression coefficents and their interpretation.
-----------------------<Economic Data Analysis> (Graduate program of Economics) (Selective mandatory)Students cannot creditboth of
and this course. Term papers may be either English or Japanese.
-----------------------<Basic Econometrics> (Undergarsuate)"(Intermediate) Statistics" is strongly recommended as pre-requisite for undergraduate
students. Term papers should be in English only.
Objectives Students will be able to search and retrieve social and economic data, carry out basic data analyses using compters, properly int
erprete regression analysis results, and write empirical research papers.
Course Schedule

1: Class 1 Introduction
Data search using Waseda University Library website / Review of using MS Excel
2: Class 2 One-Variable Analysis: Central Tendency and Distribution
Statistical ideasof centranl tendency (mean, median, mode) and distribution using frequency tables, histogram, and standard
deviation
3: lass 3 Multiple-Variable Relation
Analyses for two and more varialbes, using scatterplot, coefficients of correlation, and simple regression line
4: Class 4 Qualitative (categorical) data
Averages by category (continuous data and qualitative data), and cross-tabulation (the relation between two qualitative data)
5: Class 5 Ideas of Statistical Inference (1)
Population and sample; probability distribution
6: Class 6 Ideas of Statistical Inference ()
The idea of statistical inference; confidence intervals;statistical test
7: Class 7 Regression Analysis
Regression analysis and t-test for regression coefficients
8: Class 8 Multiple Regression Analysis (1)
Why multiple regression: advantages of multiple regression; differences between simple and multiple regression models
9: Class 9 Multiple Regression Analysis (2)
Quadratic function; Log-transformation; Dummy variables; interactive terms
10: Class 10 Introduction to Eviews
Data import from Excel to Eviews, Basic statistics, Charts, and Regression analysis using Eviews
11: Class 11 Empirical Analyses
Examples of regression model for empirical analysis: wage equation; production function; growth model; gravity equation
12: Class 12 Introduction to R
Introductory use of free software R; import Excel data to R; basic operation; regression analysis
13: Class 13 Time-series Analysis using Eviews
Seasonal adjustment; D-W statisticsa and AR(1) residuals; VAR; Granger causality
14: Class 14 Panel data Analysis using Eviews
Fixed-effects model; Random-effects model
15: Class 15 Review
Term paper should be submitted.

https://www.wsl.waseda.jp/syllabus/index.php

1/2

1/3/2016

SyllabusSearchViewSyllabusInformation

Textbooks Hand-out will be provided in class.

Reference "Statstics," Freedman, Pisani, and Purves, Norton
Introductory Econometrics," Wooldridge, Thomson
Evaluation

Rate

Evaluation Criteria

Papers: 100 Mid-term paper and inal-term paper (English or Japanesefor graduate students) (English for unde
rgraduate students)
Class Participation:
Attendance of at least 80% is required. One or two classes of absence may be accepted, but three
or more classes of absence might reduce the grade.
Note / URL This course is designed for all types of graduate studentsin GPE, including those who do not plan empirical research.Graduate s
tudents who plan empirical research for Master thesis are strongly recommended to study "Statistics" and "Econometrics" beyo
nd this course.

The course plan may be subject to change.

Copyright Media Network Center,Waseda University 2006-2016.All rights reserved.

https://www.wsl.waseda.jp/syllabus/index.php

2/2