|
課程資訊 |
|
課程名稱 |
計量經濟學二 Econometrics (Ⅱ) | |
|
開課學期 |
107-2 | |
|
授課對象 |
社會科學院 經濟學系 | |
|
授課教師 |
劉錦添 | |
|
課號 |
ECON4015 | |
|
課程識別碼 |
303 48120 | |
|
班次 |
||
|
學分 |
3.0 | |
|
全/半年 |
半年 | |
|
必/選修 |
選修 | |
|
上課時間 |
星期四2,3,4,5(9:10~13:10) | |
|
上課地點 |
||
|
備註 |
師授課3小時(AM9:00~12:00)，助教實習課1小時，限修過一年統計學。 總人數上限：40人 | |
|
課程簡介影片 |
||
|
核心能力關聯 |
核心能力與課程規劃關聯圖 | |
|
課程大綱
|
||
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
||
|
課程概述 |
任課老師：劉錦添教授（Jin-Tan Liu）
| |
|
課程目標 |
1. Generalized Least Squares (GLS)
(1) Autocorrelation (Gujarati: Chapter 12; Johnston and DiNardo, Chapter 6, Greene: Chapter 12.) (2) Heteroscedasticity (Gujarati: Chapter 11, Johnston and DiNardo, Chapter 6, Greene: Chapter 11) (3) Panel data: Random Effect Model: Gujarati: Chapter 16, Johnston and DiNardo, Chapter 13, Greene: Chapter 13. 2. Autoregressive and Distributed-Lag Models Gujarati: Chapter 17 Wooldridge: Chapter 18, Greene: Chapter 19. 3. Time Series Econometrics: Stationary and Nonstationary time series data Gujarati: Chapter 21, Wooldridge: Chapter 10-11, Greene: Chapter 20. 4. Nonlinear Regression Models Gujarati: Chapter 14, Maddala: Chapter 2, Greene: Chapter 9. 5. Discrete Choice Model: Logit, Probit, Possion model Gujarati: Chapter 15, Wooldridge: Chapter 17, Maddala: Chapter 2-3, Greene: Chapter 21 6. Limited Dependent Variable Model: Censored and Truncated Models Gujarati: Chapter 15, Wooldridge: Chapter 17, Maddala: Chapter 6, Johnston and Dinardo, Chapter 12, Greene: Chapter 22. 7. Simultaneous Equation Models, Instrumental Variable Method, Identification Condition: Rank and Order conditions Gujarati: Chapter 18-20, Wooldridge: Chapter 15-16, Stock and Watson: Chapter 10, Greene: Chapter 15. | |
|
課程要求 |
平時作業 （20％）
期中考 （25％），Open Book Test 期末考 （30％），Open Book Test 期末報告 (25%) ,Empirical research paper (team members: 1-3) March 2: Term paper topic, check data first. April 6: Literature Survey (4 pages, check Econlit, google scholar ) April 27: Data Sources and Empirical Model May 25: Empirical Results June 30 (Friday), 12:00 noon, final term paper. |
|
|
預期每週課後學習時數 |
||
|
Office Hours |
||
|
指定閱讀 |
||
|
參考書目 |
1.Jeffrey M. Wooldridge (2006), Introductory Econometrics: A Modern Approach, South-Western College.
2. Stock and Watson (2003), Introduction to Econometrics, Addison Wesley. 3.. G. S. Maddala (1983), Limited-dependent and Qualitative Variables in Econometrics. New York: Cambridge University. 4. Johnston, J. and J. DiNardo (1997), Econometric Methods, 4th ed. New York: McGraw Hill. 5. W. Greene (2003), Econometric Analysis, New Jersey: Prentice Hall. | |
|
評量方式 (僅供參考) |
||
課程進度 |
|
週次 |
日期 |
單元主題 |
| 無資料 | ||