Topical Seminar I on IT: Data Analysis in International Studies  (2007.1)

Last Update March 4, 2007




Spring of year 2007   Department of Energy Studies, Graduate School, Institute of Energy Systems and Climate Change (IECC) Room 212 (031-219-2689)
   Room : K508
   email: Suduk Kim

  • Introduction
  • Course Evaluation
  • Textbook and References
  • Weekly Schedule
    •    Related Data    1

  • Introduction

     
    top

  • Course Evaluation
     
     top
    Detailed evaluation methods could be changed depending upon the related topics and their importance, upon the request from students. However, following is the basic guideline for course management  and evaluation.

    A. lecture   : 40%
    B. Homework and Excercise  : 30%   
    C: Term project, Quiz, Extra student participation : 30%

    Evaluation

    A. Mid-Term Exam : 30%     
    B. Fianl Exam.        : 30%     
    C. Attendence and Others: 40% 


  • Textbook and References
     

    1. Introduction to Statistics and Econometrics, Takeshi Amemiya, 1994, Harvard
    2. Introduction to Econometrics, 2nd Ed., G.S.Maddala, 1992, Prentice Hall
    3. Basic Econometrics, Damodar N. Gujarati, 1995, McGraw-Hill
    4. The Econometric Analysis of Time Series, Andrew Harvey, 1990, MIT Press
    5. The Theory and Practice of Econometrics, 2nd Ed., G.G. Judge et al., Wiley
    6. Density Estimation for Statistics and Data Analysis, B.W.Silverman, 1986, Chapman and Hall
    7. Fundamental Methods of Mathematical Economics, A.C. Chiang, 1984, McGraw-Hill




  • Weekly Schedule
    t
    1st Week: Review of Economic Models
          -  What is Economic Model?
          -  Simple Mathematics, Statistics, and Computer-Aided computation

      Homework 1:


    2nd Week: Probability, Random variable and probability distribution, Moments

      Homework 2:

    3th Week: Binomial, Normal Random Variable, Large sample theory, properties of estimator

    4th Week: Point estimation, Interval estimation, Hypotheis test, pdf-t

    5th Week: Bivariate statistical inference, simple regression model, OLS

    6th Week: Constrained regression model, GLS

    7th Week: Mid-Term (Aug. 20, 13:00-14:00)

    8th Week: programming excercise using GAUSS
    - generating various types of graphs including 3D graphs
    - Simple OLS estimation, producing your own procedure

    9th Week: Grid Search, Non-Linear regression model and maximum likelihood Estimation, Qualitative Response model

    10th Week: Kernel Density Estimation

    11th Week: Overview of time series estimation, Conditional Heteroskedasity models (ARCH, GARCH)

    12th Week: New and renewable energy related models  1  2

    13th Week: useful computer packages, other interesting energy models

    14th Week: Final (Dec. 8, 13:00-14:00)

    Reading materials:
    The Philosophy of Economics-An Anthology, edited by Daniel M. Hausman, Cambridge
    1. The Scope and Method of Political Economy, John Neville Keynes, Excerpted from The Scope and Method of Political Economy, 4th ed., by John Neville Keynes, London: Macmillan, 1917
    2. The Method of Positive Economics, Milton Friedman, from essays in Posive Economics, by Milton Friedman, Chicago: University of Chicago Press, 1953
    • Please note that you can read the above article after rotating 90' within acrobat.

    •