課程名稱 |
個體計量經濟學 Microeconometrics |
開課學期 |
109-2 |
授課對象 |
社會科學院 經濟學系 |
授課教師 |
郭漢豪 |
課號 |
ECON5180 |
課程識別碼 |
323EU4310 |
班次 |
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學分 |
2.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二3,4(10:20~12:10) |
上課地點 |
社科402 |
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 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1092ECON5180_ |
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課程概述 |
1. Introduction
Economics has been grown exponentially. The number of entries in the New Palgrave Dictionary of Economics grew from around 1300 in the first edition (1987) to around 3000 in the third edition (2018) (Source: Wikipedia).
Economics has been distinguished from other social sciences by its formal research methods by using mathematics and statistics. Micro- and Macro-economics are respectively the studies of individual and aggregate behaviors and outcomes. As econometrics grew, it had been separated into micro- and macro-econometrics which are respectively the statistical parts of micro- and macro-economics (roughly speaking).
2. Teaching Philosophy
The teaching philosophy of this course is as follows. In a typical economics program, students are required to take core courses in introductory and intermediate micro- and macro-economics. Hence, students are equipped with the core knowledge so that they are able to learn (either by taking courses or by themselves) various further topics, such as game theory, labor economics, public economics, and macro-policies.
The course is served as a core course in econometrics. The course provides core knowledge in the theories and applications of econometrics.
One could learn microeconomics without learning macroeconomics; but learning serious macroeconomics requires the knowledge in microeconomics. Similarly, microeconometrics is the foundation of macroeconometrics. This course teaches the building blocks of econometrics: laws of large numbers, central limits theorems, moment-based estimation, extremum-based estimation, etc.
3. Course Structure and Prerequisites
This course covers the traditional topics in microeconometrics. The topics are listed in the course schedule below. We will discuss both the theories and applications. The theories are applied to, for example, the estimation of demand and supply curves, labor economics, social economics, and public economics.
There are various courses on econometrics and statistics in the department of economics. The overlaps among courses will be minimized.
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). Precisely, the prerequisites are
(1) introductory microeconomics;
(2) basic calculus, linear algebra, and statistics.
Essentially, students are expected to know what are market (competitive and non-competitive), demand, supply, differentiation, integration, matrix, vector, probability, distribution, density, expectation (conditional and unconditional), 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 economics but have solid background in mathematics and statistics are welcome. |
課程目標 |
This course is about advanced undergraduate to introductory postgraduate econometrics and statistics. After finishing this course, students will be able to learn further topics in econometrics and empirical economics by themselves or by taking courses. 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. |
課程要求 |
Students are expected to review and study the theories developed in classes. |
預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
1. Cameron, A.C., Trivedi, P.K., 2005. Microeconometrics: Methods and Applications. Cambridge University Press, Cambridge.
2. Hayashi, F. 2000. Econometrics. Princeton University Press, Princeton.
3. Lee, M.J., 2010. Micro-econometrics: Methods of Moments and Limited Dependent Variables, 2nd ed. Springer, New York.
4. Wooldridge, J.M., 2010. Econometric Analysis of Cross Section and Panel Data, 2nd ed. The MIT Press, Cambridge.
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參考書目 |
1. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Microeconometrics. Palgrave Macmillan, Basingstoke.
2. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Macroeconometrics and time series analysis. Palgrave Macmillan, Basingstoke.
3. Eatwell, J., Milgate, M., Newman, P. (Eds.), 1990. The New Palgrave: Econometrics. The Macmillan Press Limited, London.
4. Hassani, H., Mills, T.C., Patterson, K. (Eds.), 2006. Palgrave Handbook of Econometrics, Volume 1: Econometric Theory. Palgrave Macmillan, New York.
5. Mills, T.C., Patterson, K. (Eds.), 2009. Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics. Palgrave Macmillan, New York. |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
Homework |
10% |
|
2. |
Midterm examination |
40% |
|
3. |
Final examination |
50% |
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週次 |
日期 |
單元主題 |
第1週 |
2/23 |
Linear models |
第2週 |
3/02 |
Linear models |
第3週 |
3/09 |
Nonlinear models |
第4週 |
3/16 |
Nonlinear models |
第5週 |
3/23 |
Numerical optimization |
第6週 |
3/30 |
Numerical optimization, midterm examination |
第7週 |
4/06 |
Quantile estimation |
第8週 |
4/13 |
Quantile estimation |
第9週 |
4/20 |
Measurement error |
第10週 |
4/27 |
Measurement error |
第11週 |
5/04 |
Missing data |
第12週 |
5/11 |
Missing data, midterm examination |
第13週 |
5/18 |
Limited dependent variables |
第14週 |
5/25 |
Limited dependent variables |
第15週 |
6/01 |
Limited dependent variables |
第16週 |
6/08 |
Limited dependent variables |
第17週 |
6/15 |
Limited dependent variables |
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