Classrooms:
- A: C14 (文科系総合研究科棟) 4F Room 401
- B: C17（経済学部）2F Seminar Room 15
Class time
- Morning: [Stata] 10:30 -- 12:00
- Afternoon: [R] 13:30 -- 15:00
Content
(Week 1)
- 9/18 (A):
- [Stata]: OLS regression, descriptive statistics, use ShareLatex
- [R]: Introduction: Time series basics
- 9/19 (A):
- [Stata]: OLS regression, output the results and interpret them
- [R]: R programming basics
- 9/20 (A):
- [Stata]: Panel data analysis
- [R]: R data process and visualizing
- 9/21 (A):
- [Stata]: Panel data analysis, Make tables and figures
- [R]: Univariate time series forecasting (1)
- 9/22 (A):
- [Stata]: 2SLS IV
- [R]: Univariate time series forecasting (2)
(Week 2)
- 9/25 (A):
- [Stata]: Paper Replication
- [R]: Time series clustering and classifying
- 9/26 (A):
- [Stata]: Probit, Logit
- [R]: Time series conditional heteroscedastic model
- 9/27 (A):
- [Stata]: Paper Replication
- [R]: Nonlinear time series models
- 9/28 (A):
- [Stata]: DID method
- [R]: Multivariate time series analysis
- 9/29 (A):
-
- [Stata]: Paper Replication
- [R]: Principal Component Analysis and Factor Analysis