TA session for Econometrics I (2025)
Class Page

Date # Title / Contents Handout
- 1 - 7 Sessions 1 to 7 -
Sessions 1 to 7 were held by Minamoto-kun.
2025/6/12 8 TA Session 8 PDF
PDF2
0.1. Relationship Between Population and Sample
0.2. Law of Large Number
0.3. CLT
0.4. Sampling Distribution of Sample Variance
0.5. Sample Variance under Normal Distribution
0.6. Standardisation of the sample mean using the sample variance
2.1 OLS vs. MLE (brief revision)
2.2 Parametric vs. Non-parametric
2025/6/19 9 TA Session 9 PDF
1. M-estimation
2. Introductory Topics of the ML Method
3. Consistency and Asymptotic Normality for the MLE
4. Non–linear Optimisation Procedure
5. The MLE of a Single Regression Model
6. The MLE of a Multiple Regression Model
2025/6/26 10 TA Session 10 PDF1
PDF2
1.1. Positive Definite Matrices
1.2. Cholesky Decomposition
1.3. Additional Explanation
2. GLS

畠山樹輝凪 Jukina Hatakeyama