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課程名稱 |
計量經濟學一
ECONOMETRICS(I) |
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開課學期 |
98-1 |
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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 |
張勝凱 |
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課號 |
ECON4014 |
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課程識別碼 |
303E48110 |
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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9 |
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備註 |
本課程以英語授課。含實習課，須修過統計學。
總人數上限：70人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981303E48110 |
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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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課程概述 |
The multiple regression models will be covered in details. The basic time series analysis will also be covered. The Econometric (II) taught by Professor Liu in the following semester will be more focused on microeconometrics models. This course will be taught in English.
Topics:
1. Review of Probability and Statistics (Appendix B,C).
2. Simple regression and Multiple regression (Chapters 2-9).
3. Time Series Analysis (Chapters 10-12, Chapter 18).
4. Panel Data Model (Chapters 13,14).
5. Instrumental Variables Estimation (Chapter 15).
6. Limited Dependent Variables Models (Chapter 17).
7. Simultaneous Equations Models (Chapter 16).
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課程目標 |
303E48110 Econometric (I) is a semester long course in introductory econometrics.
Its objective is to provide students with basic statistical tools and concepts that will help them estimate economic models and do subsequent inference. |
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課程要求 |
The prerequisite for this course is 303 26410 Statistics. |
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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 |
Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge, South-Western College Publishing, 4th edition, 2009. |
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參考書目 |
Required:
Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge, South-Western College Publishing, 4th edition, 2009.
Recommended:
1. A Course in Econometrics by Arthur S. Goldberger, Harvard University Press, 1991.
2. Introduction to Econometrics by James H. Stock and Mark W. Watson, Addison
Wesley, 2006. |
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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 |
9/17 |
Syllabus |
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