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課程名稱 |
計量經濟學一
Econometrics (Ⅰ) |
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開課學期 |
106-1 |
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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 |
3.0 |
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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：70人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1061ECON4014_ |
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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. Matrix Algebra / Review of Regression Analysis
2. Projection, Numerical & Statistical Properties of OLS estimators
3. Tests of Hypotheses
4. Specifications; Dummy Variables.
5. Heteroscedasticity
6. Randomized Experiment
7. Difference-in-Difference Estimation
8. Instrumental Variable Method
9. Regression Discontinuity
10. Applications in Development Economics and Political Economy
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課程目標 |
In Econometric I, 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” or “R” 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 |
Quiz (5%); Midterm (30%); Final (40%); HW (25%) |
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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 |
Greene, William H. (2009) Econometric Analysis, 7th edition. Pearson.
Gujarati, Damodar N. (2009), Basic Econometrics, 4th edition, McGraw-Hill.
Angrist, J.D. and Pischke, J., Mostly Harmless Econometrics: An Empiricist's Companion by published by Princeton University Press
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參考書目 |
Wooldridge, Jeffrey M., Introductory Econometrics: A Modern
Approach, Thomson: South- Western.
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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 |
9/14 |
Course Introduction. Matrix Algebra |
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第2週 |
9/21 |
Projection & Numerical Properties of OLS estimators. HW1 due. |
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第3週 |
9/28 |
Quiz (5%). Stata and R introduction. HW2 due. |
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第4週 |
10/05 |
Statistical Properties of OLS estimators. |
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第5週 |
10/12 |
Specifications; Dummy Variables. |
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第6週 |
10/19 |
Heteroscedasticity. HW3 due. Quiz2. |
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第7週 |
10/26 |
Facebook data analysis. HW4 due. |
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第8週 |
11/02 |
Midterm (30%) |
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第9週 |
11/09 |
Randomized Experiment |
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第10週 |
11/16 |
Treatment Effects & Policy Evaluations |
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第11週 |
11/23 |
Difference-in-Difference Estimation; Fixed effects. HW5 due. |
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第12週 |
11/30 |
IV+DID |
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第13週 |
12/07 |
IV (using events). Panel Data. RD. HW6 due. |
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第14週 |
12/14 |
Regression Discontinuity |
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第15週 |
12/21 |
Applications. HW7 due. |
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第16週 |
12/28 |
Final Exam (40%) @社科403 |
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第17週 |
1/04 |
發考卷。Extension of event study. |
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第18週 |
1/11 |
Individual Meetings |
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