課程名稱 |
經濟學與計量經濟學專題![](images/cancel.gif) Topics in Economics and Econometrics |
開課學期 |
108-2 |
授課對象 |
社會科學院 經濟學系 |
授課教師 |
郭漢豪 |
課號 |
ECON5169 |
課程識別碼 |
323 U1080 |
班次 |
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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 |
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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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核心能力與課程規劃關聯圖 |
課程大綱
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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 |
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Office Hours |
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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.
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參考書目 |
See the list of suggested readings. |
評量方式 (僅供參考) |
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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 |
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