課程名稱 |
統計學與計量經濟學暨實習下 Statistics and Econometrics with Recitation(2) |
開課學期 |
103-2 |
授課對象 |
經濟學系 |
授課教師 |
朱建達 |
課號 |
ECON2015 |
課程識別碼 |
303E26612 |
班次 |
03 |
學分 |
4 |
全/半年 |
全年 |
必/選修 |
必修 |
上課時間 |
星期二5,6,7(12:20~15:10)星期三2,3,4(9:10~12:10) |
上課地點 |
社科404社科404 |
備註 |
本課程以英語授課。三234為正課,二567為實習課。上學期為張勝凱老師授課。 總人數上限:70人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1032ECON2015_03 |
課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
Statistics and Econometrics I and II are designed for Econ major students to fulfill the departmental quantitative analysis requirements, and ECON 2012 Statistics and Econometrics I is the first half of this sequence.
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課程目標 |
In Statistics and Econometrics I, we will focus on basic probability theory and fundamentals of mathematical statistics, since probability and statistics are important tools to predict economic outcomes under uncertain environments. Some important topics covered in Statistics and Econometrics I are conditional probability, interval estimation, hypothesis testing, and introduction of linear regression.
In Statistics and Econometrics II in Spring 2014, we will concentrate on elementary regression analysis and its extension to time series and panel data models. Statistics and Econometrics II is a semester long course in introductory econometrics. Its objective is to provide students with basic statistical tools and concepts that will help them estimate economic models and do subsequent inference. The prerequisite for Statistics and Econometrics II is ECON 2012 Statistics and Econometrics I. |
課程要求 |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
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參考書目 |
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評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
Week 1 |
2/24,2/25 |
No Recitation on February 24.
February 25: Review of Probability and Statistics |
Week 2 |
3/03,3/04 |
Introduction of Econometrics; Simple Regression Model |
Week 3 |
3/10,3/11 |
Simple Regression Model |
Week 4 |
3/17,3/18 |
Multiple Regression Model |
Week 5 |
3/24,3/25 |
Multiple Regression Model |
Week 6 |
3/31,4/01 |
No Class on April 1. |
Week 7 |
4/07,4/08 |
Dummy Variables and Heteroskedasticity |
Week 8 |
4/14,4/15 |
Model Specification |
Week 9 |
4/21,4/22 |
Midterm on April 22. |
Week 10 |
4/28,4/29 |
Time Series Model |
Week 11 |
5/05,5/06 |
Time Series Model
Spurious Regression: http://tylervigen.com/spurious-correlations |
Week 12 |
5/12,5/13 |
Panel Data Model |
Week 13 |
5/19,5/20 |
Panel Data Model |
Week 14 |
5/26,5/27 |
Instrument Variables Estimation |
Week 15 |
6/02,6/03 |
Maximum Likelihood Estimation |
Week 16 |
6/09,6/10 |
Limited Dependent Variable Models |
Week 17 |
6/16,6/17 |
Other Empirical Methods for Economics |
Week 18 |
6/24 |
Final Exam |
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