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課程名稱 |
計量經濟學一
Econometrics (Ⅰ) |
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開課學期 |
103-1 |
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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 |
劉錦添 |
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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 |
星期四1,2,3,4(8:10~12:10) |
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上課地點 |
社科307 |
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備註 |
含實習課，限修過一年統計學。實習課時間：8:10-9:00；上課時間：9:10-12:10。
總人數上限：70人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1031ECON4014_econome |
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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 (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) |
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課程目標 |
“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) |
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課程要求 |
* 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。 |
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預期每週課後學習時數 |
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Office Hours |
每週四 14:00~16:00 |
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指定閱讀 |
Gujarati, D. N. Basic Econometrics. |
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參考書目 |
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,
Addison Wesley. （新月圖書公司代理）
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。 |
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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 |
25% |
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2. |
mid term |
35% |
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3. |
final test |
40% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/18 |
Introduction |
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第2週 |
9/25 |
實習課:Introduction of Matrix |
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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. |
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第6週 |
10/23 |
實習課：限制條件和非限制條件 |
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第7週 |
10/30 |
實習課：檢討2013期中考 |
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第8週 |
11/06 |
實習課:最大概似法和其考題類型 |
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第9週 |
11/13 |
期中考周 |
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第16週 |
1/01 |
元旦放假 |
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