課程資訊

Econometrics (Ⅰ)

103-1

ECON4014

303 48110

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1031ECON4014_econome

1、Two-Variable Regression Analysis (Chapter 1-5), 統計學請自行複習。
(1) Some Basic Ideas (Appendix A)
(2) Estimation
(3) Classical Normal Linear Regression Model
(4) Interval Estimation and Hypothesis Testing
(5) Functional Form

2、Multiple Regression Analysis (Chapter 6-8, Appendix C)
(1) Matrix Algebra：Appendix B
(2) Estimation
(3) Inference
(4) Hypothesis Testing

3、Maximum Likelihood Method (Chapter 4, Appendix)

4、Dummy Variables, Difference-in-Difference Estimation (Chapter 9;
Wooldridge, Chapter 13; Stock and Watson, Chapter 11)

5、Relaxing the Assumptions of the Classical Model
(1) Autocorrelation (Chapter 12)
(2) Heteroscedasticity (Chapter 11)
(3) Multicollinearity (Chapter 10)
(4) Instrumental Variable Method (Chapter 18-20)

“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)

* 自行複習統計學與矩陣.
* 上課請帶課本。上課請勿遲到。
* 考試為Open-Book，可帶任何計量經濟學書籍、筆記與電子計算機。

Office Hours

Gujarati, D. N. Basic Econometrics.

1、Wooldridge, Jeffrey M. (2003), Introductory Econometrics: A Modern
Approach, Thomson: South- Western.（新月, 華泰圖書公司代理）
2、Stock, James H. and Mark W. Watson (2003), Introduction to Econometrics,
3、Hill, R. Carter, William E. Griffiths, and Guay C. Lim (2008), Principles
of Econometrics, 3rd edition, Wiley. (雙葉公司代理).
4、經濟學相關網站：
* www.marginalrevolution.com (Marginal Revolution)
* www.nber.org (National Bureau of Economists Research)
* rfe.org (Resources for Economics on the Internet)
5、電腦軟體：Stata。

(僅供參考)

 No. 項目 百分比 說明 1. homework 25% 2. mid term 35% 3. final test 40%

 課程進度
 週次 日期 單元主題 第1週 9/18 Introduction 第2週 9/25 實習課:Introduction of Matrix 第3週 10/02 Table2_9.xls data for Exercises 2.16, 3.25, 5.17 ;　 Table 5_9.xls data for Exercise 5.16,3.19. 第6週 10/23 實習課：限制條件和非限制條件 第7週 10/30 實習課：檢討2013期中考 第8週 11/06 實習課:最大概似法和其考題類型 第9週 11/13 期中考周 第16週 1/01 元旦放假