科目授業名: Mathematics for Business and Economics II
授業内容: To study the theoretical side of social science, knowledge and technique of mathematics are seriously needed. This course is devoted to understanding the mathematics necessary for the further studies in advanced undergraduate courses and graduate school. The main aims are to learn the theoretical concepts of mathematics and at the same time to practice the applications in economics.
授業の狙い: The main objective of this course is to get used to manipulate linear algebra and to learn the theoretical concepts of the expected value, random variable, distribution, large sample theory, interval estimation, and estimator as well as to see when and how it can be applied.
教科書:
Amemiya, Takeshi. 1994. Introduction to Statistics and Econometrics. Harvard University Press.- online text, Math Camp, Harvard University, Political Science.
関連科目や履修上望むこと: Prerequisite: Mathematics for Business and Economics I. Class evaluation includes exercise sessions: students will be asked to solve examples at the blackboard.
授業計画[30回]:
- Introduction
- Probability – counting techniques
- Conditional probability and independence
- Random variables
- Probability distributions
- Expected value
- Conditional mean and variance
- Binomial random variables
- Normal random variables
- Modes of convergence
- Laws of large numbers and central limit theorems
- Distribution theory
- Properties of Estimators
- Maximum likelihood estimator
- Interval estimation
- Bayesian method
- Neyman-Pearson lemma
- Examples of hypothesis tests
- Least squares estimators
- Tests of hypotheses in bivariate regressions
- Elements of matrix analysis
- Properties of the symmetric matrix
- Multiple regression model
- Selection of regressors
- Time series regression
- Nonlinear regression model
- Qualitative response model
- Tobit model
- Review
- Evaluation
Evaluation Components
- class evaluation via exercise sessions (60%)
- Take-home final exam (40%)
Jauer 
コメントを投稿するにはログインしてください。