MBA Online

Faculty of Economic at The University of Tokyo
2102: Econometrics
Winter Ichimura & Y.Arai
Econometrics provide statistical tools to empirically investigate economic issues. After reviewing basic probability models and statistical methods, economic issues that cannot be analyzed by the basic probability models and statistical methods are discussed and the models are extended to cover these cases. Microeconometrics will be lectured by Ichimura and Macroeconometrics will be lectured by Arai.

Faculty of Economic at The University of Tokyo
2102: Econometrics
Winter Ichimura & Y.Arai
Econometrics provide statistical tools to empirically investigate economic issues. After reviewing basic probability models and statistical methods, economic issues that cannot be analyzed by the basic probability models and statistical methods are discussed and the models are extended to cover these cases. Microeconometrics will be lectured by Ichimura and Macroeconometrics will be lectured by Arai.

ECON6001
Applied Econometrics
General Information
This course examines how practical problems can be solved by using econometric methods. The emphasis is on the analysis of real world economic data using advanced statistical software. Topics include: estimation and testing of linear regression models, regression diagnostics, robust estimation, bootstrap, panel data, nonlinear least squares, discrete choice models and forecasting methods.

Econometrics I (EKU 2105)

Description

The course discusses basic econometric theories and methods of economic research with special reference to basic concepts of econometric methods and classical assumptions.

Topics

Topics covered include dummy and limited dependent variables, statistical methods in testing and estimating economic models, and practical applications of cross-section data.

Objectives

Provide students with understanding and aptitude to analyze economic problems by means of econometric approaches.

Econometric II (EKU 3106)

Description

The course examine further on the fundamentals of econometric theories and methods of economic research..

Topics

Applied regression analysis, specification and estimation of economic models, hypothesis testing, interpretation of results, policy implications, problems from violating classical regression model assumptions, estimating production error, variance, seasonal adjustments, pooling of time-series data, lagged variables, and auto-correlation.

Objectives

Provide students with the ability to understand and analyze economic behaviors using econometric models, particularly dynamic models, simultaneous equation models, and data panels.

Graduate Programs

Master’s Degree Program:
Enterprise Management
Accounting
Management Science and Engineering
Econometrics

Doctoral Program:
Enterprise Management
Econometrics

Post Doctoral Research Program:
Econometrics