課程資訊

ECONOMETRICS(I)

97-1

ECON4014

303 48110

1. Two-Variable Regression Analysis (Gujarati，Chapter 2-6；Wooldridge，Chapter 2)
(1) Some Basic Ideas (課本Appendix A)
(2) Estimation
(3) Classical Normal Linear Regression Model
(4) Interval Estimation and Hypothesis Testing
(5) Functional Form
2. Multiple Regression Analysis (Gujarati，Chapter 6-8，Appendix C；
Wooldridge，Chapter 3-7 ；Johnston and DiNardo 1997，Econometric Methods，Chapter3)
(1) Matrix Algebra：教科書Appendix B
(2) Estimation
(3) Inference
(4) Hypothesis Testing
3. Maximum Likelihood Method, (Gujarati，Chapter 4，Appendix；Johnston and DiNardo，
Chapter 5)
4. Dummy Variables, Difference-in-Difference Estimation (Gujarati, Chapter 9；
Wooldridge，Chapter13；
Stock and Watson，Chapter11 “Experiments and Quasi-Experiments”)

5. Relaxing the Assumptions of the Classical Model
(1) Autocorrelation (Gujarati，Chapter 12；Wooldridge，Chapter 10-12)
(2) Heteroscedasticity (Gujarati，Chapter 11；Wooldridge，Chapter 12)
(3) Multicollinearity (Gujarati，Chapter 10)

What is Econometrics?
- Estimating economic relationship
- Testing economic theories
- Impact Analysis; Evaluating existing/past policies

Appendix A, and B, Matrix Algebra and Statistics.

*自行複習教科書統計學與矩陣，開學後第三週將舉行考試，考試成績不及格者，

*上課請帶課本，請勿遲到

Office Hours

Gujarati, Damodar N. (2003), Basic Econometrics, 4th edition,McGraw-Hill (新月圖

1. Wooldridge, Jeffrey M. (2006), Introductory Econometrics: A Modern Approach, 3rd Edition Thomson: South- Western (新月代理)
2. Stock, James H. and Mark W. Watson (2003), Introduction to Econometrics, Addison Wesley (新月代理)
c. 計量軟體
STATA http://www.stata.com/

(僅供參考)

 No. 項目 百分比 說明 1. Homework 30% 2. Midterm test 30% 3. Final test 40%

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