SEMINAR B(2)

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Lecturer(s)	WADA, TATSUMA
Credit(s)	2
Academic Year/Semester	2025 Fall
Day/Period	Thu.2
Campus	SFC
Class Format	Face-to-face classes (conducted mainly in-person)
Registration Number	16874
Faculty/Graduate School	POLICY MANAGEMENT / ENVIRONMENT AND INFORMATION STUDIES
Year Level	1, 2, 3, 4
Field	RESEARCH SEMINARS SEMINARS
Grade Type	This item will appear when you log in (Keio ID required).
Related Classes	C1069 計量経済学/ECONOMETRICS C1095 国際金融論/INTERNATIONAL FINANCE
Recommended Knowledge	I suppose the students have a basic knowledge of linear regression. It will be helpful to know linear algebra (rank, inverse, determinants, eigenvalues, eigenvectors, orthogonalization, etc).
Location	SFC
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K-Number	FPE-CO-05003-311-89

Course Administrator	Faculty/Graduate School	FPE	POLICY MANAGEMENT / ENVIRONMENT AND INFORMATION STUDIES
Course Administrator	Department/Major	CO
Main Course Number	Level	0	Faculty-wide
	Major Classification	5	Research Seminars
	Minor Classification	00	Seminar
	Subject Type	3	Elective subject
Supplemental Course Information	Class Classification	3	Seminar
	Class Format	1	Face-to-face classes (conducted mainly in-person)
	Language of Instruction	1	Japanese
Academic Discipline		89	Academic Skills

Course Summary

We will be studying financial econometrics, both theory and applications. A basic understanding of statistics and econometrics is required. Students of this seminar will be required to use MATLAB, Eviews, and Stata.

Course Description/Objectives/Teaching Method/Intended Learning Outcome

We will study econometrics and applied statistics, with a primary focus on time-series analysis of financial data. While the course will mainly involve reading from the assigned textbooks (see below), students writing a senior thesis will be required to present their research progress during class. We will also cover the theoretical foundations of time-series analysis.

Research Seminar Theme

Research in Econometrics and Applied Statistics