This is the second course in econometrics, the application of statistical methods to the study of economic data and problems (Merriam-Webster dictionary), for the second-year students. In this semester, I will focus on topics such as the least squares procedure, the linear model, the statistical properties of the ordinary least squares (OLS) estimator, the hypothesis testing for linear regression, the omission of relevant variables and the inclusion of irrelevant variables, the model selection, the asymptotic properties of OLS estimator and test statistics, the generalized method of moments (GMM), and the extreme estimators.
Unlike most statistics courses in Taiwan, students at National Taiwan University are required to learn R, an open source (i.e., free) programming language widely used among statisticians and data miners for developing statistical software and data analysis. I must stress that coding in R is a "must" for this course. If you don't like coding, this course is not for you.