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Course title |
Econometric Theory (Ⅱ) A |
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Semester |
112-2 |
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Designated for |
COLLEGE OF SOCIAL SCIENCES GRADUATE INSTITUTE OF ECONOMICS |
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Instructor |
CHING-I HUANG |
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Curriculum Number |
ECON8820 |
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Curriculum Identity Number |
323EM0930 |
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Class |
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Credits |
2.0 |
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Full/Half
Yr. |
Half |
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Required/
Elective |
Required |
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Time |
第1,2,3,4,5,6,7,8 週
Tuesday 9,10(16:30~18:20) Wednesday 6,7,8(13:20~16:20) |
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Remarks |
Restriction: MA students and beyond OR Restriction: Ph. D students
The upper limit of the number of students: 30. |
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Course introduction video |
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Table of Core Capabilities and Curriculum Planning |
Table of Core Capabilities and Curriculum Planning |
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Course Syllabus
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Please respect the intellectual property rights of others and do not copy any of the course information without permission
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Course Description |
The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data. |
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Course Objective |
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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Course Requirement |
Please see the syllabus at
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2024/index.htm |
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Student Workload (Expected weekly study hours before and/or after class) |
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Office Hours |
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Designated reading |
Please see the syllabus at
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2024/index.htm |
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References |
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Grading |
- NTU recommends an upper limit of 20% for A+ grades. This is not a mandatory requirement. Instructors may adjust the percentage based on course requirements. Instructors teaching required courses are particularly encouraged to follow this guideline.
- NTU uses a letter grade system for assessment. The grade percentage ranges and the single-subject grade conversion table in the NATIONAL TAIWAN UNIVERSITY Regulations Governing Academic Grading are for reference only. Instructors may adjust the percentage ranges according to the grade definitions. For more information, see the Assessment for Learning Section.
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