Course Information
Course title
Econometric Theory (Ⅱ) A 
Semester
111-2 
Designated for
COLLEGE OF SOCIAL SCIENCES  GRADUATE INSTITUTE OF ECONOMICS  
Instructor
CHING-I HUANG 
Curriculum Number
ECON8820 
Curriculum Identity Number
323EM0930 
Class
 
Credits
2.0 
Full/Half
Yr.
Half 
Required/
Elective
Elective 
Time
第1,2,3,4,5,6,7,8 週
Wednesday 6,7,8(13:20~16:20) Thursday 9,10(16:30~18:20) 
Remarks
Restriction: MA students and beyond OR Restriction: Ph. D students
The upper limit of the number of students: 30. 
 
Course introduction video
 
Table of Core Capabilities and Curriculum Planning
Table of Core Capabilities and Curriculum Planning
Course Syllabus
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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. 

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. 
Course Requirement
Please see the following course page.
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2023/index.htm 
Student Workload (expected study time outside of class per week)
 
Office Hours
 
Designated reading
Identification Problems in the Social Sciences by Charles F. Manski (Harvard University Press 1995)
Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge (MIT Press 2010) 
References
 
Grading
   
Progress
Week
Date
Topic
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