課程資訊
課程名稱
經濟計量方法與應用
Econometric Methods and Applications 
開課學期
104-2 
授課對象
社會科學院  經濟學研究所  
授課教師
陳宜廷 
課號
ECON7019 
課程識別碼
323 M3740 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期四3,4(10:20~12:10) 
上課地點
社科506 
備註
限碩士班以上
總人數上限:20人 
 
課程簡介影片
 
核心能力關聯
核心能力與課程規劃關聯圖
課程大綱
為確保您我的權利,請尊重智慧財產權及不得非法影印
課程概述

This course will comprise two parts: reviewing general methods for statistical inference and introducing econometric models for empirical applications. In the first part, we will review basic concepts of asymptotic analysis and introduce the (generalized)~method of moments. The concepts and methods introduced in this part are flexibly applied to a wide range of econometric models. In the second part, we will discuss different classes of time-series econometric models, including univariate andmultivariate conditional mean, variance and distribution models, state-space models and dynamic factor models. These models substantially extend linear regressions in various directions, and have wide empirical applications in financial and macroeconomic time series analysis. We also plan to discuss quantile regressions and panel data models that are also important for econometric analysis.

I. Statistical Inference
Asymptotic Concepts
Time Series Data
Method of Moments
Generalized Method of Moments
HAC Estimation for Asymptotic Covariance Matrix
Bootstrap Method
Model Evaluation

II. Econometric Models
Conditional Mean, Variance and Distribution Models
Quantile Regressions
Panel Data Models
State-Space Models
Dynamic Factor Models

III. Student Workshop
Proposal(midterm) & Paper(final)
Presentation(last two weeks) 

課程目標
我期望這門課一方面可以介紹進階的經濟計量方法,另一方面也可以協助對經濟計量研究有興趣的同學瞭解相關研究主題的發展現況,並提供思索未來研究的可能性。 
課程要求
Class attendance is a requirement.
Homework: 20%.
Proposal: 10%.
Paper (and Presentation): 70%. 
預期每週課後學習時數
 
Office Hours
 
參考書目
The references include a number of textbooks, monographs, Handbook chapters and journal articles that will be provided in the lecture notes. 
指定閱讀
 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
無資料