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Data analysis is one of the important topics in various fields of scientific researches. As you can see on newspapers, websites and magazines, there are many data which are observed through economics activities. Some exapmles of such data are, GNP, interest rate, stock prices and so on. These are called "economic data". Econometrics is a field of study to investigate economic activities using the economic data. In order to analyze the data correctly, we need knowledge of statistics. So, econometrics can be considered as an appliction of statistics in a sense. I am interested in theory of econometrics and statistics.
Lectures and Seminars
Explain about the basic concepts and theory in statistics. The goal of this lecture is to understand the basic method of statistical inference, i.e., estimation and test. The assesment is executed based on the final exam.
Econometrics A (Graduate/Postgratduate)
In this lecture, theoretical aspects of statistical inference are explained. Students can learn the theory of basic methematical statistics which will be helpful to understand statistics and econometrics deeply. Assesment will be executed on the final exam.
You can find detailed course descriptions here
In the seminar, participants learn about the tools in econometrics first. They learn basic theory of econometrics and how to use the data on computer softwares. After learning the basic tools, participants will apply the tools to real data and analyze the resutls. The final goal of the seminar is to write a thesis or reports by analyzing and summarizing the results.
In the seminar, participans are reporting various topics in econometrics. Reports are not limited to the theoretical aspects of econometrics. The reports for empirical analyses in econometrics are also welcome.
- PMSE performance of the biased estimators in a linear regression model when relevant regressors are omitted. Econometric Theory, 18:1086-1098, 2002.
- Dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. Statistics & Probability Letters, 63:375-385, 2003.
- Simulation studies on bootstrap empirical likelihood tests. Communications in Statistics-Simulation and Computation, 33:99-108, 2004.
These years, the advances in computers and softwares made it possible for everybody to use variety of technical tools in ecnometrics and statistics. This means everybody can analyze the data by up-to-date techniques without lerning complex computer languages. So, I wish more students have interest in econometrics.