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課程名稱 |
計量經濟學一
Econometrics (Ⅰ) |
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開課學期 |
104-1 |
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授課對象 |
社會科學院 經濟學系 |
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授課教師 |
江淳芳 |
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課號 |
ECON4014 |
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課程識別碼 |
303 48110 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四2,3,4,5(9:10~13:10) |
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上課地點 |
社科306 |
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備註 |
含實習課，限修過一年統計學。
總人數上限：68人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1041ECON4014_ |
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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 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
1、Two-Variable Regression Analysis
2、Multiple Regression Analysis
(1) Matrix Algebra
(2) Estimation
(3) Inference
(4) Hypothesis Testing
(5) Relaxing the Assumptions of the Classical Model
3、Maximum Likelihood Method
4. Randomization
5. Difference-in-Difference Estimation
6. Instrumental Variable Method
7. RD design |
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課程目標 |
“Econometrics is based on upon the development of statistical method for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy.”
“An empirical analysis uses data to test a theory or to estimate a relationship.”
“In most tests of economic theory, and certainly for evaluating public policy, the economist’s goal is to infer that one variable (such as education) has a causal effect on another variable (such as worker productivity).”
(from Wooldridge, 2003) |
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課程要求 |
作業, 期中考, 期末考. |
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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 |
Basic Econometrics. Damodar N. Gujarati
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參考書目 |
Wooldridge, Jeffrey M., Introductory Econometrics: A Modern
Approach, Thomson: South- Western.（新月, 華泰圖書公司代理）
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評量方式
(僅供參考) |
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週次 |
日期 |
單元主題 |
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第1週 |
9/17 |
Introduction. Regression I. HW1 post. |
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第2週 |
9/24 |
Regression I. Matrix Algebra. HW1 due. HW2 posted. |
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第3週 |
10/01 |
Projection and OLS. |
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第4週 |
10/08 |
Hypothesis Testing. 11-12am: 電腦教室. HW2 due. HW3 posted. |
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第5週 |
10/15 |
More tests. |
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第6週 |
10/22 |
Specifications. Dummy Variable. HW3 due. HW4 posted. |
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第7週 |
10/29 |
Relaxing Assumptions. Linear Probability Model. HW4 due. |
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第8週 |
11/05 |
MLE--OLS. Consistency. |
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第9週 |
11/12 |
期中考, 教室303. 9:30-12:00. |
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第10週 |
11/19 |
Randomization. Treatment Effects. 發考卷. |
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第11週 |
11/26 |
Treatment effects. Wald Estimate. Difference in Difference. HW6 post. |
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第12週 |
12/03 |
DID. Instrumental Variable. |
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第13週 |
12/10 |
Application I: Return to Education. HW6 due. HW7 post. |
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第14週 |
12/17 |
Panel Data. |
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第15週 |
12/24 |
Regression Discontinuity. HW7 due. HW8 Posted |
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第16週 |
12/31 |
More Applications. HW8 due |
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第17週 |
1/07 |
期末考. close book exam. |
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第18週 |
2016/01/14 |
看考卷. |
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