課程名稱 |
計量經濟學一 ECONOMETRICS(I) |
開課學期 |
97-1 |
授課對象 |
社會科學院 經濟學系 |
授課教師 |
劉錦添 |
課號 |
ECON4014 |
課程識別碼 |
303 48110 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期四1,2,3,4(8:10~12:10) |
上課地點 |
舊公衛101 |
備註 |
含實習課,須修過統計學。教室位於徐州路19號1樓左側。 總人數上限:70人 |
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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 |
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 (Gujarati,Chapter 2-6;Wooldridge,Chapter 2)
(1) Some Basic Ideas (課本Appendix A)
(2) Estimation
(3) Classical Normal Linear Regression Model
(4) Interval Estimation and Hypothesis Testing
(5) Functional Form
2. Multiple Regression Analysis (Gujarati,Chapter 6-8,Appendix C;
Wooldridge,Chapter 3-7 ;Johnston and DiNardo 1997,Econometric Methods,Chapter3)
(1) Matrix Algebra:教科書Appendix B
(2) Estimation
(3) Inference
(4) Hypothesis Testing
3. Maximum Likelihood Method, (Gujarati,Chapter 4,Appendix;Johnston and DiNardo,
Chapter 5)
4. Dummy Variables, Difference-in-Difference Estimation (Gujarati, Chapter 9;
Wooldridge,Chapter13;
Stock and Watson,Chapter11 “Experiments and Quasi-Experiments”)
5. Relaxing the Assumptions of the Classical Model
(1) Autocorrelation (Gujarati,Chapter 12;Wooldridge,Chapter 10-12)
(2) Heteroscedasticity (Gujarati,Chapter 11;Wooldridge,Chapter 12)
(3) Multicollinearity (Gujarati,Chapter 10)
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課程目標 |
What is Econometrics?
- Estimating economic relationship
- Testing economic theories
- Impact Analysis; Evaluating existing/past policies |
課程要求 |
平時作業 30%;
第三週(9:00-10:10)期初小考佔 10% :
課本附錄統計學與矩陣線性代數,
以及Jack Johnston and John DiNardo (1997), Econometric Methods,
Appendix A, and B, Matrix Algebra and Statistics.
期中考 30% :Open-Book Test;
期末考 40% :Open-Book Test
*自行複習教科書統計學與矩陣,開學後第三週將舉行考試,考試成績不及格者,
請自行退選。
*上課請帶課本,請勿遲到
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預期每週課後學習時數 |
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Office Hours |
每週三 14:30~17:00 |
指定閱讀 |
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參考書目 |
課本:
Gujarati, Damodar N. (2003), Basic Econometrics, 4th edition,McGraw-Hill (新月圖
書公司代理,TEL:23117856)
參考書籍:
1. Wooldridge, Jeffrey M. (2006), Introductory Econometrics: A Modern Approach, 3rd Edition Thomson: South- Western (新月代理)
2. Stock, James H. and Mark W. Watson (2003), Introduction to Econometrics, Addison Wesley (新月代理)
c. 計量軟體
STATA http://www.stata.com/
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評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Homework |
30% |
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2. |
Midterm test |
30% |
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3. |
Final test |
40% |
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