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課程名稱 |
計量經濟學一
Econometrics (Ⅰ) |
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開課學期 |
105-1 |
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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406 |
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備註 |
限修過統計學。老師授課3小時，實習課1小時。
總人數上限：68人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051ECON4014_ |
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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 |
This is a two-semester course. In this semester, we will cover basic econometric theories and empirical methods we usually use in applied micro-economics. In the end of the course, students should be able to use statistical software “STATA” to do data analysis and apply empirical methods they learned in the course. Students should also be able to gather information they need for topics they are interested in, and understand empirical articles in economic journals. |
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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 |
09/15 |
中秋節放假
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第2週 |
09/22 |
Introduction. Matrix Algebra. OLS. HW1 post. |
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第3週 |
09/29 |
Projection and OLS. HW2 post. HW1 due. |
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第4週 |
10/06 |
Statistical Properties. Hypothesis Testing.
After 11:20- Stata @ 5F 501 電腦教室。
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第5週 |
10/13 |
More tests. HW2 due. HW3 posted. |
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第6週 |
10/20 |
MLE. Specifications. Dummy Variable. |
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第7週 |
10/27 |
Relaxing Assumptions. Linear Probability Model. Probit. HW3 due. HW4 post. |
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第8週 |
11/03 |
Consistency. SVD. HW4 due. |
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第9週 |
11/10 |
期中考 |
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第10週 |
11/17 |
Randomization. Treatment Effects. 發考卷.
HW5 post. |
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第11週 |
11/24 |
Treatment effects. Wald Estimate. Difference in Difference. |
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第12週 |
12/01 |
DID. Instrumental Variable.
HW5 due. HW6 post. |
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第13週 |
12/08 |
Application I: Return to Education. |
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第14週 |
12/15 |
Panel Data.
HW6 due. HW7 Posted |
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第15週 |
12/22 |
Regression Discontinuity. |
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第16週 |
12/29 |
More Applications. HW7 due |
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第17週 |
01/05 |
期末考. close book exam. |
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第18週 |
01/12 |
看考卷 |
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