Jukina Hatakeyama

Lecture Notes / Econometrics II — TA Sessions (2025)

Course materials

Econometrics II — TA Sessions (2025)

TA-session materials covering large-sample inference, maximum likelihood, discrete choice, limited dependent variables, and panel data.

  • Academic year: 2025
  • Term: Autumn & Winter
  • University: The University of Osaka, Graduate School of Economics
DateSessionTopicsMaterials
1
Large-sample tests
  • General framework for large-sample inference
  • Wald test
  • Score test
  • Likelihood-ratio test
  • Examples and simulation exercises
Large-sample testing
2
Maximum likelihood and discrete-choice models
  • Likelihood and log-likelihood
  • Fisher information and the Cramér-Rao lower bound
  • Asymptotic normality of the MLE
  • Binary-choice models and latent-utility interpretation
  • Logit and probit models
Maximum likelihoodDiscrete-choice models
3
Multinomial and nested discrete-choice models
  • Ordered logit and probit
  • Multinomial logit
  • Independence of irrelevant alternatives
  • Nested logit model
Discrete-choice models
4
Limited dependent-variable models
  • Truncated regression
  • Censored regression and the Tobit model
  • Count-data models
  • Poisson regression and zero-inflated Poisson models
Limited dependent variables
5
Count-data models: additional discussion
  • Further details on Poisson regression
  • Practical issues and diagnostics
Whiteboard sessionNo separate PDF handout was published.
6
Introduction to panel-data analysis
  • Kronecker products
  • Panel-data structure
  • Pooled OLS
  • Fixed-effects and random-effects models
Panel-data analysis
Remaining sessions 7–
Sessions led by another teaching assistant
  • The remaining sessions were taught by Sakaguchi.
Archive noteNo handouts by Jukina Hatakeyama are listed here.