課程名稱 
計量經濟學導論暨實習 Introductory Econometrics with Recitation 
開課學期 
1102 
授課對象 
經濟學系 
授課教師 
楊睿中 
課號 
ECON2023 
課程識別碼 
303 20060 
班次 
02 
學分 
4.0 
全/半年 
半年 
必/選修 
必修 
上課時間 
星期二6,7(13:20~15:10)星期三2,3,4(9:10~12:10) 
上課地點 
社科102社科102 
備註 
二67為實習課。 總人數上限：80人 


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課程概述 
This is the second course in econometrics, the application of statistical methods to the study of economic data and problems (MerriamWebster dictionary), for the secondyear 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. 
課程目標 
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. 
課程要求 
One midterm exam (April 13, 40%). One inclass presentation (May 18 or May 25, 50%). Assignments (10%).
The final project can be an individual work or a teamwork with ≤4 team members in total. It can be a theoretical study, a Monde Carlo experiment or an empirical work. You should talk to me about your work by April 20. 
預期每週課後學習時數 

Office Hours 

指定閱讀 
Linton, Oliver (2017), Probability, Statistics and Econometrics, Academic Press. 
參考書目 
Heumann, Christian, Michael Schomaker, and Shalabh (2016), Introduction to Statistics and Data Analysis: With Exercises, Solutions and Applications in R, Springer.
James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani (2021), An Introduction to Statistical Learning: With Applications in R, Second Edition, Springer.
https://www.statlearning.com/ 
評量方式 (僅供參考) 

