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課程名稱 |
計量經濟理論二
Econometric Theory (Ⅱ) |
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開課學期 |
109-2 |
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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 |
黃景沂 |
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課號 |
ECON8010 |
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課程識別碼 |
323EM0660 |
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班次 |
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學分 |
4.0 |
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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 |
星期三6,7,8(13:20~16:20)星期四9,10(16:30~18:20) |
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上課地點 |
社科研608社科研608 |
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備註 |
本課程以英語授課。四9,10為實習課。前半部分由黃景沂老師授課；後半部分由朱建達老師授課。先修課程：數量方法入門。與朱建達合授
限碩士班以上 或 限博士班
總人數上限：30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 |
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課程大綱
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課程概述 |
The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data. |
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課程目標 |
The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data. We will also discuss the identification problem. There is no formal prerequisite. However, you are expected to have known the basic asymptotic theories, such as the Law of Large Numbers and the Central Limit Theorem. |
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課程要求 |
Grades will be determined by problem sets, a midterm exam, and a final exam. |
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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 |
One textbook is Econometric Analysis of Cross Section and Panel Data by Jeffrey .Wooldridge
(MIT Press 2010). An electric version of the book is accessible from the NTU Library web page. This book and its Student’s Solutions Manual and Supplementary Materials are both reserved in the Social Science Library (辜振甫先生紀念圖書館).
The other textbook is Econometrics by Bruce E. Hansen, which can be downloaded from
his website https://www.ssc.wisc.edu/~bhansen/econometrics/.
In addition, we will use Identification Problems in the Social Sciences by Charles F. Manski (Harvard University Press 1995) to briefly introduce the identification problem. |
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參考書目 |
待補 |
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評量方式
(僅供參考) |
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