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課程名稱 |
統計學與計量經濟學暨實習下
Statistics and Econometrics with Recitation(2) |
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開課學期 |
105-2 |
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授課對象 |
經濟學系 |
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授課教師 |
朱建達 |
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課號 |
ECON2015 |
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課程識別碼 |
303E26612 |
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班次 |
03 |
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學分 |
4.0 |
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全/半年 |
全年 |
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必/選修 |
必修 |
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上課時間 |
星期二6,7(13:20~15:10)星期三2,3,4(9:10~12:10) |
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上課地點 |
社科501社科405 |
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備註 |
本課程以英語授課。二67為實習課。下學期由朱建達老師授課。
總人數上限：60人
外系人數限制：20人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1052ECON2015_2017 |
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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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課程概述 |
Statistics and Econometrics I and II are designed for Econ major students to fulfill the departmental quantitative analysis requirements, and Statistics and Econometrics II (ECON 2015) is the second half of this sequence.
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課程目標 |
The goal is to provide students with basic econometric tools and methods which can help them address economic questions. Students are expected to learn the linear regression model with different topics, and they are expected to under- stand the procedures of estimation and statistical inference for a given econometric model. In addition, students will learn to use computer software to apply the econo- metric models taught in class to analyze the economic data.
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課程要求 |
Prerequisites: Statistics and Econometrics I (ECON 2015) is required. |
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預期每週課後學習時數 |
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Office Hours |
每週四 10:00~11:00 |
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參考書目 |
1. Jeffrey M. Wooldridge. Introductory Econometrics: A Modern Approach (5th edi- tion), South-Western Cengage Learning, 2013.
2. James H. Stock and Mark W. Watson. Introduction to Econometrics (3rd Interna- tional edition), Pearson Education, 2011. |
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指定閱讀 |
待補 |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Homework Assignments |
10% |
Almost homework assignment each week |
2. |
Midterm |
40% |
No make-up exam. |
3. |
Final Exam |
40% |
No make-up exam. |
4. |
Term Paper |
10% |
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週次 |
日期 |
單元主題 |
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第1週 |
2/21,2/22 |
Review of Probability and Statistics
Introduction of Econometrics |
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第2週 |
2/28,3/01 |
Simple Regression Model
- Ordinary Least Squares |
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第3週 |
3/07,3/08 |
Simple Regression Model
- Assumptions and Gauss-Markov Theorem |
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第4週 |
3/14,3/15 |
Simple Regression Model
- Sampling Distribution
- Hypothesis Testing and Prediction |
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第5週 |
3/21,3/22 |
Multiple Regression Model
- Assumptions and Properties |
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第6週 |
3/28,3/29 |
Multiple Regression Model
- Hypothesis Testing and Application |
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第7週 |
4/04,4/05 |
No Class |
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第8週 |
4/11,4/12 |
Multiple Regression Model
- Dummy Variable
- Nonlinear Models |
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第9週 |
4/18,4/19 |
Midterm |
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第10週 |
4/25,4/26 |
Time Series Model
- Finite-Distributed Lag Model
- Spurious Regression |
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第11週 |
5/02,5/03 |
Time Series Model
- Stochastic/Deterministic Trend
- Seasonality |
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第12週 |
5/09,5/10 |
Panel Data Model
- Difference-in-Differences |
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第13週 |
5/16,5/17 |
Panel Data Model
- Unobserved Effects Models |
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第14週 |
5/23,5/24 |
Binary Dependent Variable Models |
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第15週 |
5/30,5/31 |
Instrumental Variables:
- Omitted Variable Bias |
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第16週 |
6/06,6/07 |
Instrumental Variables:
- IV Estimation |
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第17週 |
6/13,6/14 |
Regression Discontinuity |
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