課程名稱 |
計量經濟理論二 ECONOMETRIC THEORY(Ⅱ) |
開課學期 |
98-2 |
授課對象 |
社會科學院 經濟學研究所 |
授課教師 |
洪嘉陽 |
課號 |
ECON7015 |
課程識別碼 |
323EM6150 |
班次 |
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學分 |
2 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期三3,4(10:20~12:10) |
上課地點 |
經大講堂 |
備註 |
本課程以英語授課。需修過計量經濟理論一(適用全校碩士班以上學生)。 總人數上限:70人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/982timeseries |
課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
A study of selected topics and problems in time series econometrics emphasizing methodology for economic research measurements. |
課程目標 |
A study of selected topics and problems in time series econometrics emphasizing methodology for economic research measurements. |
課程要求 |
1) Homework Assignments: 40%.
2) Midterm exam: 30%.
3) Final exam: 30%.
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
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參考書目 |
Applied Econometric Time Series, Walter Enders.
Time Series Analysis, James D. Hamilton.
陳旭昇 (2007) 時間序列分析: 總體經濟與財務金融之應用, 東華書局
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評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
Week 1 |
2/24 |
10:20-12:10. |
Week 2 |
3/03 |
9:30a.m.-12:10p.m. |
Week 3 |
3/10 |
No Class |
Week 4 |
3/17 |
9:30a.m.-12:10p.m. |
Week 5 |
3/24 |
9:30a.m.-12:10p.m. |
Week 6 |
3/31 |
9:30a.m.-12:10p.m. |
Week 7 |
4/07 |
School recess. |
Week 8 |
4/14 |
Midterm Exam. 9:30a.m.-12:10p.m. |
Week 9 |
4/21 |
9:30a.m.-12:10p.m. |
Week 10 |
4/28 |
9:30a.m.-12:10p.m. |
Week 11 |
5/05 |
9:30a.m.-12:10p.m. |
Week 12 |
5/12 |
9:30a.m.-12:10p.m. |
Week 13 |
5/19 |
9:30a.m.-12:10p.m. |
Week 14 |
5/26 |
Final Exam. 9:30a.m.-12:10p.m. |
Week 15 |
6/02 |
No Class. |
Week 16 |
6/09 |
No Class. |
Week 17 |
6/16 |
School recess. |