課程名稱 |
計量經濟學一 Econometrics (I) |
開課學期 |
109-1 |
授課對象 |
社會科學院 經濟學系 |
授課教師 |
江淳芳 |
課號 |
ECON5176 |
課程識別碼 |
323 U4210 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期一3,4(10:20~12:10)星期四3,4(10:20~12:10) |
上課地點 |
社科403社科403 |
備註 |
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:70人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091ECON5176_ |
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 |
1. Matrix Algebra / Review of Regression Analysis
2. Projection, Numerical & Statistical Properties of OLS estimators
3. Tests of Hypotheses
4. Specifications; Dummy Variables.
5. Heteroscedasticity
6. Randomized Experiment
7. Difference-in-Difference Estimation
8. Instrumental Variable Method
9. Regression Discontinuity
10. Applications in Development Economics and Political Economy |
課程目標 |
In Econometric I, we will cover basic econometric theories and empirical methods we usually use in applied micro-economics. In the end of the course, students should be able to use statistical software “STATA” to do data analysis and apply empirical methods they learned in the course. Students should also be able to gather information they need for topics they are interested in, and understand empirical articles in economic journals. |
課程要求 |
待補 |
預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
Greene, William H. (2009) Econometric Analysis, 7th edition. Pearson.
Gujarati, Damodar N. (2009), Basic Econometrics, 4th edition, McGraw-Hill.
Angrist, J.D. and Pischke, J., Mostly Harmless Econometrics: An Empiricist's Companion by published by Princeton University Press |
參考書目 |
待補 |
評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
第1週 |
9/14,9/17 |
Course Introduction. Review. Matrix Algebra. |
第2週 |
9/21,9/24 |
9/21 小考 |
第3週 |
9/28,10/01 |
10/1 中秋節放假! |
第4週 |
10/05,10/08 |
Hypothesis Testing |
第5週 |
10/12,10/15 |
Specifications |
第6週 |
10/19,10/22 |
MLE |
第7週 |
10/26,10/29 |
Empirical questions. Measurement errors. PCA. |
第8週 |
11/02,11/05 |
Facebook data analysis. Randomization. |
第9週 |
11/09,11/12 |
11/12 期中考 |
第10週 |
11/16,11/19 |
Randomized Experiment |
第11週 |
11/23,11/26 |
Instrumental Variable |
第12週 |
11/30,12/03 |
Difference in Difference |
第13週 |
12/07,12/10 |
DID & IV combination |
第14週 |
12/14,12/17 |
RD |
第15週 |
12/21,12/24 |
RD examples; Event studies and extension |
第16週 |
12/28,12/31 |
Applications. 12/31 停課 |
第17週 |
1/04,1/07 |
Applications |
第18週 |
1/14 |
1/14 期末考 |
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