早稲田大学大学院経済学研究科・政治学研究科（2019年度）西郷担当講義
（作成：西郷浩；掲示開始：2019年4月1日；最終更新：2019年11月26日）
講義の記録を目的としたページです。見栄えはよくありませんので、悪しからず。
実証分析プログラム（EAP）総合演習A（春学期）・B（秋学期）（近藤先生・上田貴子先生・玉置先生と共同担当） [経研]
l 開講時期・曜日時限・教室：春学期・水6@3-909
l 教科書：なし
l 参考書：なし
l 評価：
l 講義記録：
1.
4月24日：論文の構成
2.
5月15日：Comments on
the first draft（6人）
3.
5月22日：Comments on
the first draft（5人）
4.
6月5日：Comments on
the thesis draft（全員）
Statistics [
l Lectures: Tuesday 9:00-10:30@3-909 Friday 9:00-10:30@3-909 (Fall Semester)
l Textbook: Amemiya, T. (1994), Introduction to Statistics and Econometrics, Harvard University Press.
l Language: English
l Grading: Assignments (50%) + the final exam (50%)
l Course Schedule:
1. September 27, 2019: Probability (up to the three-coins problem)
2. October 1, 2019: Independence of events, random variables and probability distributions (up to the marginal distribution)
3. October 4, 2019: Conditional probability of discrete random variables, continuous random variables (the density function, the marginal density, the conditional density)
4. October 8, 2019: Random variables: From integration by parts to the distribution function.
5. October 11, 2019: Random variables and probability distributions 3 (up to the conditional distribution function)
Ø Assignment 1, Due date: October 18, 2019.
6.
October
15, 2019: The expectation, the median, and the mode, higher moments, the
variance
7. October 18, 2019: Moments (up to a simple example of the conditional expectation)
8. October 25, 2019: Assignment 1 returned, Moments (conditional expectations to the best predictor), the binomial distribution
9. October 29, 2019: Normal distribution
Ø Assignment 2, Due date: November 7, 2019.
10. November 5, 2019: Normal distribution, large sample theory
11. November 8, 2019: Large sample theory (CLTs), point estimation (population and sample, parameters and statistics, MSE)
12. November 12, 2019: Assignment 2 returned, point estimation (BLUE, MLE, CRLB)
13. November 15, 2019: Point estimation (Properties of the MLE—consistency and efficiency), interval estimation
14. November 19, 2019: Interval estimation, tests of hypotheses
15. November 22, 2019: Tests of hypotheses (The LR test, the Neyman-Pearson lemma, Confidence intervals, confidence level, a binomial example, and a normal example)
Ø November 26, 2019: The final exam
以上