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課程名稱 |
計量經濟理論一
ECONOMETRIC THEORY (I) |
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開課學期 |
98-1 |
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授課對象 |
社會科學院 經濟學研究所 |
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授課教師 |
張勝凱 |
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課號 |
ECON7014 |
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課程識別碼 |
323EM6140 |
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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 |
星期三3,4(10:20~12:10) |
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上課地點 |
經大講堂 |
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備註 |
本課程以英語授課。需修過統計學。
總人數上限：80人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981M6140 |
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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 |
Econometric Theory (I) and (II) are designed for graduate students to fulfill the departmental graduate econometrics requirements, and Econometric Theory (I) is the first half of this sequence. The basic modern econometric methods and theory are covered.
Topics:
1. Ordinary Least Square Methods. (F: Chapter 1)
2. Generalized Least Squares. (F: Chapter 1)
3. Large Sample Theory of OLS and GLS. (F: Chapter 2)
4. Endogeneity: Instrumental Variables and 2SLS.(F: Chapter 3; W: Chapters 15,16)
5. Generalized Method of Moments. (F: Chapters 3,4)
6. Panel Data Model. (F: Chapter 5; W: Chapters 13,14)
7. Limited Dependent Variables Models. (W: Chapter 17)
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課程目標 |
The intention of this course is to provide a foundation for applied research in economics. Econometric Theory (II) in the folloing semester will be more focused on time series analysis and its applications. |
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課程要求 |
Familiarity with probability, statistics and basic linear algebra is assumed. This course will be taught in English. |
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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 |
"Econometrics" by Fumio Hayashi, Princeton University Press, 2000. [F] |
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參考書目 |
Required:
"Econometrics" by Fumio Hayashi, Princeton University Press, 2000. [F]
Recommended:
1. "Introductory Econometrics: A Modern Approach" by Jeffrey M. Wooldridge, South-Western College Publishing, 4th edition, 2009. [W]
2. "Econometric Analysis of Cross Section and Panel Data" by Jeffrey Wooldridge, The MIT Press, 2002.
3. Econometric text by Professor Bruce Hansen. You can downlaod it at
http://www.ssc.wisc.edu/~bhansen/econometrics/
4. "A Course in Econometrics" by Arthur S. Goldberger, Harvard University, 1991.
5. "Statistical Inference" by George Casella and Roger L. Berger, 2nd edition, Brooks Cole, 2002. |
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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 |
9/16 |
Syllabus |
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第2週 |
9/23 |
Problem Set 1. Due: 9/30 before the lecture. |
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第4週 |
10/07 |
Problem Set 2 |
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