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課程名稱 |
經濟學與計量經濟學專題
Topics in Economics and Econometrics |
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開課學期 |
111-2 |
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授課對象 |
社會科學院 經濟學系 |
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授課教師 |
郭漢豪 |
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課號 |
ECON5169 |
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課程識別碼 |
323EU1080 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期二6,7,8(13:20~16:20) |
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上課地點 |
社科401 |
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備註 |
本課程以英語授課。
限學士班三年級以上 或 限碩士班以上 或 限博士班
總人數上限：50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 |
This course is about applying economics and econometrics to study the real world. We will study important topics in the research frontiers, for example, economic and social interactions in networks, behaviors and information diffusions in economic and social networks, poverty, inequality, and intergenerational mobility.
First, the course focuses more on econometrics because it is about studying the real world. Second, this course emphasizes the integration of economics and econometrics. We will consider the economic foundations of the econometric models and methods.
This course will help students integrating their knowledge in introductory economics and econometrics to the theories in academic research papers. Students will learn a general theoretical structure of economics and econometrics, which will help them progressing from being a student to being a researcher. |
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課程目標 |
This course aims at developing students’ ability of applying economics and econometrics. After the training in this course, hard-working students will be well-prepared for master or doctoral programs at top universities in Asian and western countries, and will have the ability to conduct basic research. |
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課程要求 |
No econometrics knowledge is assumed. Each topic will be developed at the beginner level so that the course is self-contained. But a certain level of mathematical maturity is expected (see Wikipedia for interesting definitions of mathematical maturity).
The prerequisites are introductory knowledge in microeconomics, calculus, linear algebra, probability, and statistics.
Students are expected to know what are market (competitive and non-competitive), demand, supply, differentiation, integration, optimization (unconstrained and constrained), Lagrange multiplier, matrix, vector, probability, distribution, density, expectation, moment, mean, variance, and covariance.
This course is suitable for those who are interested in econometrics and statistics for social sciences. Students who have no training in econometrics but have solid background in mathematics and statistics are welcome. |
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預期每週課後學習時數 |
Students are expected to review and study the theories developed in classes. The examinations essentially test students’ understanding of the theories taught in classes. Performance evaluations are based on homeworks and examinations.
Late submission of homeworks will not be accepted. In principle, make-up examinations will not be given. However, if there are exceptional circumstances so that you cannot take the examinations at the scheduled time, you should contact us before the examinations. |
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Office Hours |
另約時間 |
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指定閱讀 |
In the classes, it will be clear that the materials are based on which books' chapters and papers. |
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參考書目 |
STAT1: Statistics
1. Konishi, S., 2014. Introduction to Multivariate Analysis: Linear and Nonlinear Modeling. CRC Press, Boca Raton.
2. Bickel, P.J., Doksum, K.A., 2015. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 1. CRC Press, Boca Raton.
3. Bickel, P.J., Doksum, K.A., 2016. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 2. CRC Press, Boca Raton.
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STAT2: Advanced Statistics
1. Wasserman, L., 2004. All of Statistics: A Concise Course in Statistical Inference. Springer, New York.
2. Wasserman, L., 2010. All of Nonparametric Statistics. Springer, New York.
3. Efron, B., Hastie, T., 2016. Computer Age Statistical Inference: Algorithms, Evidence, and Data Science. Cambridge University Press, Cambridge.
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STAT3: Model Selection and Model Averaging
1. Burnham, K.P., Anderson, D.R., 2002. Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach, 2nd. Springer, New York.
2. Claeskens, G., Hjort, N.L., 2008. Model Selection and Model Averaging. Cambridge University Press, Cambridge.
3. Konishi, S., Kitagawa, G., 2008. Information Criteria and Statistical Modeling. Springer, New York.
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ECON1: Econometrics
1. Hayashi, F. 2000. Econometrics. Princeton University Press, Princeton.
2. Cameron, A.C., Trivedi, P.K., 2005. Microeconometrics: Methods and Applications. Cambridge University Press, Cambridge.
3. Wooldridge, J.M., 2010. Econometric Analysis of Cross Section and Panel Data, 2nd ed. The MIT Press, Cambridge.
4. Lee, M.J., 2010. Micro-econometrics: Methods of Moments and Limited Dependent Variables, 2nd ed. Springer, New York.
5. Hansen, B.E., 2022. Probability and Statistics for Economists. Princeton University Press, Princeton.
6. Hansen, B.E., 2022. Econometrics. Princeton University Press, Princeton.
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ECON2: Advanced Econometrics
1. Eatwell, J., Milgate, M., Newman, P. (Eds.), 1990. The New Palgrave: Econometrics. The Macmillan Press Limited, London.
2. Hassani, H., Mills, T.C., Patterson, K. (Eds.), 2006. Palgrave Handbook of Econometrics, Volume 1: Econometric Theory. Palgrave Macmillan, New York.
3. Mills, T.C., Patterson, K. (Eds.), 2009. Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics. Palgrave Macmillan, New York.
4. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Microeconometrics. Palgrave Macmillan, Basingstoke.
5. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Macroeconometrics and Time Series Analysis. Palgrave Macmillan, Basingstoke.
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ECON3: Panel Data Econometrics
1. Matyas, L., Sevestre, P. (Eds.), 2008. The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, 3rd ed. Springer.
2. Hsiao, C., 2014. Analysis of Panel Data. 3rd ed. Cambridge University Press, New York.
3. Baltagi, B.H. (Ed.), 2015. The Oxford Handbook of Panel Data. Oxford University Press, Oxford.
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ECON4: Treatment Effects
1. Lee, M.J., 2005. Micro-Econometrics for Policy, Program, and Treatment Effects. Oxford University Press, New York.
2. Lee, M.J., 2016. Matching, Regression Discontinuity, Difference in Differences, and Beyond. Oxford University Press, New York.
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ECON5: Social Interactions and Networks
1. Jackson, M.O., 2008. Social and Economic Networks. Princeton University Press, Princeton.
2. Newman, M.E.J., 2010. Networks: An Introduction. Oxford University Press, Oxford.
3. Easley, D., Kleinberg, J., 2010. Networks, Crowds, and Markets: Reasoning about a Highly Connected World. Cambridge University Press.
4. Bramoulle, Y., Galeotti, A., Rogers, B.W. (Eds.), 2016. The Oxford Handbook of The Economics of Networks. Oxford University Press, New York. |
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評量方式
(僅供參考) |
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