課程名稱 |
計量經濟理論一 Econometric Theory (Ⅰ) |
開課學期 |
104-1 |
授課對象 |
經濟學研究所 |
授課教師 |
李宗穎 |
課號 |
ECON7026 |
課程識別碼 |
323EM0650 |
班次 |
01 |
學分 |
4 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期二2,3,4(9:10~12:10)星期三6,7(13:20~15:10) |
上課地點 |
社科406社科406 |
備註 |
本課程以英語授課。前半段為李宗穎老師授課、後半段為朱建達老師授課。「先修科目:數量方法入門」。與朱建達合開 限博士班 或 限碩士班以上 總人數上限:80人 外系人數限制:10人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1041GradMetrics |
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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課程概述 |
ECON 7014 is the first course in the sequence of econometrics. The course is composed of two parts: statistics and econometrics. In the first part, statistics, we introduce the necessary tools and techniques that are essential in econometric analysis. In the second part, econometrics, we study the estimation and inference of a series of well-known econometric models and estimators. In this process, we will make extensive use of the statistical tools and techniques developed in the first part of the course. |
課程目標 |
The goal of the course is to prepare students for research in various fields of study, including macroeconomics, applied microeconomics, and econometric theory. Students will learn to analyze data, construct models, and select estimation strategies to test theories and answer economic questions. |
課程要求 |
Class participation, homework, exams |
預期每週課後學習時數 |
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Office Hours |
另約時間 |
指定閱讀 |
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參考書目 |
Casella, G., & Berger, R. L., Statistical inference (2nd ed). Pacific Grove, CA: Duxbury.
Hayashi, F., Econometrics. Princeton University Press. |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Homework |
10% |
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2. |
Quiz |
10% |
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3. |
Midterm exam |
30% |
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4. |
Final exam |
50% |
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