課程資訊
課程名稱
 經濟學與計量經濟學專題
Topics in Economics and Econometrics 
開課學期
 108-2 
授課對象
 社會科學院  經濟學研究所  
授課教師
 郭漢豪 
課號
 ECON5169 
課程識別碼
 323 U1080 
班次
  
學分
 3.0 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期三2,3,4(9:10~12:10) 
上課地點
  
備註
 限學士班三年級以上 或 限碩士班以上
總人數上限：50人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/1082ECON5169 
課程簡介影片
 
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課程概述

This course is about applying economics and econometrics to study the real world. We will study important topics in the research frontiers, for example, economic and social interactions in networks, behaviors and information diffusions in economic and social networks, poverty, inequality, and intergenerational mobility.

First, the course focuses more on econometrics because it is about studying the real world. Second, this course emphasizes the integration of economics and econometrics. We will consider the economic foundations of the econometric models and methods.

This course will help students integrating their introductory theories in economics and econometrics to the theories in academic research papers. Students will have a general theoretical structure of economics and econometrics which help them progressing from being a student to being a researcher.

This course is “self-contained” in the sense that the only prerequisites are (1) introductory economics and econometrics, and (2) basic calculus, linear algebra, and statistics (these basic mathematical methods are required for calculation purposes; deep understanding of mathematical theories is not required). This course focuses on the ideas and intuitions of models, methods, and proofs. Empirical examples and applications will be given. 

課程目標
 This course aims at developing students’ ability of applying economics and econometrics. After the training in this course, hard-working students will be well-prepared for master or doctoral programs at top universities in Asian and western countries, and will have the ability to conduct basic research. 
課程要求
 Prerequisites:
1. Introductory economics and econometrics
2. Basic calculus, linear algebra, and statistics  
預期每週課後學習時數
  
Office Hours
  
指定閱讀
 Suggested readings:

Econometrics
1. Cameron, A.C., Trivedi, P.K., 2005. Microeconometrics: Methods and Applications. Cambridge University Press, Cambridge.
2. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Microeconometrics. Palgrave Macmillan, Basingstoke.
3. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Macroeconometrics and time series analysis. Palgrave Macmillan, Basingstoke.
4. Eatwell, J., Milgate, M., Newman, P. (Eds.), 1990. The New Palgrave: Econometrics. The Macmillan Press Limited, London.
5. Hayashi, F. 2000. Econometrics. Princeton University Press, Princeton.
6. Lee, M.J., 2010. Micro-econometrics: Methods of Moments and Limited Dependent Variables, 2nd Edition. Springer, New York.

Panel data econometrics
1. Baltagi, B.H. (Ed.), 2015. The Oxford Handbook of Panel Data. Oxford University Press, Oxford.
2. Hsiao, C., 2014. Analysis of Panel Data. 3rd Edition. Cambridge University Press, New York.
3. Matyas, L., Sevestr, P. (Eds.), 2008. The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, 3rd Edition. Springer.

Social interactions and networks
1. Bramoulle, Y., Galeotti, A., Rogers, B.W. (Eds.), 2016. The Oxford Handbook of The Economics of Networks. Oxford University Press, New York.
2. Easley, D., Kleinberg, J., 2010. Networks, Crowds, and Markets: Reasoning about a Highly Connected World. Cambridge University Press.
3. Jackson, M.O., 2008. Social and Economic Networks. Princeton University Press, Princeton.
4. Newman, M.E.J., 2010. Networks: An Introduction. Oxford University Press, Oxford.

Model selection and model averaging
1. Claeskens, G., Hjort, N.L., 2008. Model Selection and Model Averaging. Cambridge University Press, Cambridge.
 
參考書目
 See the list of suggested readings. 
評量方式
(僅供參考)
    
課程進度
週次
日期
單元主題
第1週
 2/19  Review of basic economics and econometrics 
第2週
 2/26  Economics and econometrics of linear social interactions models 
第3週
 3/04  Economics and econometrics of linear social interactions models 
第4週
 3/11  Spatial econometrics 
第5週
 3/18  Spatial econometrics 
第6週
 3/25  Economics of social interactions 
第7週
 4/01  Economics of social interactions 
第8週
 4/08  Econometric methods for cross-sectional and panel data 
第9週
 4/15  Econometric methods for cross-sectional and panel data 
第10週
 4/22  Limited dependent variables 
第11週
 4/29  Limited dependent variables 
第12週
 5/06  Model selection and model averaging 
第13週
 5/13  Model selection and model averaging 
第14週
 5/20  Endogeneity, selection bias, self-selection, control functions 
第15週
 5/27  Causality, treatment effects 
第16週
 6/03  Causality, treatment effects 
第17週
 6/10  Poverty, inequality, intergenerational mobility