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課程名稱 |
數量方法入門
Introduction to Quautitative Methods |
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開課學期 |
101-1 |
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授課對象 |
社會科學院 經濟學研究所 |
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授課教師 |
陳釗而 |
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課號 |
ECON7009 |
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課程識別碼 |
323EM0500 |
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班次 |
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學分 |
2 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
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上課地點 |
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備註 |
本課程以英語授課。上課時間:8/27-9/7，週一至週五每日9:10-12:10，共上課10次，教室：經大講堂。
限碩士班以上
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1011QM_2012 |
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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 |
This course is designed to provide students with a working knowledge of
matrix algebra, probability, and various statistical techniques that are
commonly used in econometrics. The materials covered in this course
will be useful for taking Econometric Theory I and III (Econ7014/Econ8005).
Lecture notes could be found at https://ceiba.ntu.edu.tw |
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課程目標 |
Course Outline:
6. Matrix Algebra
[AM]: Ch1-5, pp. 1-125, Ch7-8, pp. 155-242
7. Conditional Expectation [Lecture notes]
8. Estimation [Lecture notes]
9. Asymptotic Theory [Lecture notes]
10. Tests and Inference [Lecture notes] |
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課程要求 |
The grade will be based on three problem sets (30%),
a midterm exam (30%) and a final exam (40%). |
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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 |
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參考書目 |
Recommended texts for matrix algebra and real analysis:
2. Abadir, K., and J. Magnus (2005): Matrix Algebra, Cambridge [AM]
3. Ok, E.A. (2007): Real Analysis with Economic Applications, Princeton [O]
A comprehensive introduction for the statistical concepts used in econometrics:
4. Casella, R., and R. Berger (2001): Statistical Inference, 2nd ed., Duxbury
5. Engle, R. (1984): Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics,
Handbook of Econometrics, vol. II, Elsevier
Other References:
6. White, H. (2001): Asymptotic Theory for Econometricians, 2nd ed., Academic
7. Billingsley, P. (1995): Probability and Measure, 3rd ed., Wiley
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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 |
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syllabus, CSZ [2008W Book], and OK [2005W Book]. |
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第2週 |
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Lecture notes (Matrix Algebra and Statistics)
Last updated: Sep. 6th, 8:00am. |
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第3週 |
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Exercises 1.7 - 1.13 |
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第4週 |
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Problem Set 2 |
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