Major Field of Study Subject Subject in Charge Economic Theory Studies in Econometrics Toshihiko Tanaka The objective of this lecture is to learn how to analyze the causality between economic variables based on economic theory with use of statistical data and then how to build econometric models which consist of structural equations and identities, and use them for economic impact analysis and forecast. Therefore the lecture is divided into two parts which deal with single-equation models and simultaneous-equation models. In the first part, we start from simple regression analysis and move on to multiple regression analysis. After learning how to calculate estimators, coefficient of determination and test statistics including t-value and Durbin-Watson statistic, we proceed to the problems of dummy variable, multicollinearity, heteroscedasticity, autocorrelation, distributed-lag and so on. In the second part, we cover identification problem and various estimation methods including ILS, 2SLS and FIML. After that, we proceed to simulation analysis on the basis of simultaneous -equation models.