授課教師：張宏浩 副教授 (Hung-Hao Chang)
電 話： (02) 3366-2656
辦 公 室： 臺灣大學農業綜合館217室
電子信箱： hunghaochang@ntu.edu.tw


課程名稱 應用計量經濟學
(APPLIED ECONOMETRICS) 學 分 3 學 分
必、選修 半 年 必 修 課
課 號 627 M2240
授課時間 星期二 上午 9:10 - 12:10
授課地點 農業綜合館二樓會議室

先修課程 無
授 課大 綱

I. The Basics of Regression Analysis:
1. Introduction to the Regression Model
Curve Fitting
Derivation of Least Squares
2. Elementary Statistics: A Review
Random Variables
Estimation
Desirable Properties of Estimators
Probability Distributions
Hypothesis Testing and Confidence Intervals
Descriptive Statistics
3. The Two-Variable Regression Model
The Model
Best Linear Unbiased Estimation (BLUE)
Hypothesis Testing and Confidence Intervals
Analysis of Variance and Correlation
4. The Multiple Regression Model
The Model
Regression Statistics
F test, , and Corrected
Multicollinearity
Standardized Coefficients and Elasticities
Partial Correlation and Stepwise Regression


II. Single-Equation Regression Model:
1. Using the Multiple Regression Model
The General Linear Model
Use of Dummy Variables
The Use of t and F Tests for Hypotheses Involving More Than One Parameter
Piecewise Linear Regression
The Multiple Regression Model with Stochastic Explanatory Variables
2. Serial Correlation and Heteroscedasticity
Heteroscedasticity
Serial correlation
3. Instrumental Variables and Model Specification
Correlation between An Independent Variable and the Error Term
Errors in Variables
Specification Error
Regression Diagnostics
Specification Tests
4. Forecasting with a Single-Equation Regression Model
Unconditional Forecasting
Forecasting with Serially Correlated Errors
Conditional Forecasting
5. Single-Equation Estimation: Advanced Topics (Optional)
Distributed Lags
Tests for Causality
Missing Observations
Pooling of Cross-Section and Time-Series Data
Nonlinear Estimation
Maximum-Likelihood Estimation
6. Models of Qualitative Choice (Optional)
Binary-Choice Models
Multip