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Course title |
Econometric Theory (Ⅱ) A |
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Semester |
111-2 |
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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 |
Elective |
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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) |
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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 following course page.
https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2023/index.htm |
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Student Workload (expected study time outside of class per week) |
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Office Hours |
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References |
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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) |
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Grading |
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