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課程名稱 |
計量經濟理論二A
Econometric Theory (Ⅱ) A |
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開課學期 |
112-2 |
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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 |
ECON8820 |
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課程識別碼 |
323EM0930 |
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班次 |
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學分 |
2.0 |
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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 |
第1,2,3,4,5,6,7,8 週
星期二9,10(16:30~18:20)星期三6,7,8(13:20~16:20) |
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上課地點 |
社科研607社科研607 |
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備註 |
本課程以英語授課。密集課程。博一必修，二9,10實習課，先修課程：數量方法入門。密集授課第1~8週。
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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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 |
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 |
After briefly discussing non-parametric identification issues, we will introduce the general results of M-estimation. Then we will focus on two commonly used estimation approaches in general nonlinear models: Maximum Likelihood Estimation (MLE) and Generalized Method of Moments (GMM). 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 |
Please see the syllabus at
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2024/index.htm |
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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 |
Please see the syllabus at
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2024/index.htm |
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參考書目 |
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評量方式
(僅供參考) |
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