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 103-2 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 2 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 指定閱讀 待補 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. 評量方式(僅供參考)
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