課程大綱

課程資訊

課程名稱

計量經濟學一
Econometrics (Ⅰ)

開課學期

114-1

授課對象

學程生物統計學程

授課教師

石曜合

課號

AGEC5003

課程識別碼

627 U0070

班次

學分

3.0

全/半年

半年

必/選修

選修

上課時間

星期一6,7,8(13:20~16:20)

上課地點

農經四

備註

總人數上限：16人

課程簡介影片

核心能力關聯

本課程尚未建立核心能力關連

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課程概述

This course is designed for students who are interested in the field of agricultural and environmental economics or, more broadly, applied economics. The goal of this course is to provide an overview of modern empirical methods and their intuitive framework, with an emphasis on causal inferences.

The course will spend significantly more time on practical implementation than most introductory econometrics courses. Students will work on empirical tasks using econometric/statistical software (primarily R) throughout the semester. In turn, the course does not spend as much time on the formal details as others do, but the students are still expected to learn some details themselves (mostly from the designated reading).

* Please note that the schedule below is tentative.

課程目標

The ultimate and most practical goal of this course is to prepare the students for their thesis projects through exposure to research papers and some of the most commonly used empirical methods. Although the course is still oriented toward training academic researchers in the field of applied economics, students will likely find the course content useful for any careers requiring skills of “research” and problem solving. By completing the course, students are expected to be able to understand the intuitions of the causal interference methods and to gain experiences of practical implementation of empirical projects.

課程要求

Attendance is expected but NOT required.

預期每週課前或/與課後學習時數

6 hours

Office Hours

另約時間

指定閱讀

Wooldridge, J. M. (2025). Introductory Econometrics: A Modern Approach, 8th Edition. Cengage learning.
Cunningham, S. (2020) Causal Inference: The Mixtape. https://mixtape.scunning.com/

參考書目

Angrist, J. D. and Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press.
Huntington-Klein, N. (2021) The Effect: An Introduction to Research Design and Causality. https://theeffectbook.net/

評量方式
(僅供參考)

No.	項目	百分比	說明
1.	Reading Assignments	60%	Students who legally possess Wooldridge (2025) can earn 5 percentage points per assigned chapter read. Those who do not have the book can choose to have the empirical project account for 80 percentage points of their grades. Financial assistance will be provided to students with needs.
2.	Empirical Project	20%	Students are asked to conduct an empirical project leveraging any of the causal inference methods (likely fixed effects or DID) introduced in the course. They are required to submit a short writeup in English with a replication package. The writeup should at least detail the research question, data, empirical methods, and results. The writeup may not exceed 2,000 words (excluding references and exhibits) with a maximum of three exhibits. Students are encouraged to utilize generative AI, especially for improving the language. However, students must be responsible for the originality of all materials in their projects. Any academic misconduct, including plagiarism, will not be tolerated.
3.	Midterm	20%	The midterm will at least cover chapters 1 to 9 in Wooldridge (2025). The midterm will be a take-home exam scheduled between 13:00 - 16:00 on 10/27. During the three hours, students are not allowed to interact with any human-beings but are welcome to use any other types of resources. After the exam, answers will be posted, and students are asked to self-assess their own scores.

本校尚無訂定 A+ 比例上限。
本校採用等第制評定成績，學生成績評量辦法中的百分制分數區間與單科成績對照表僅供參考，授課教師可依等第定義調整分數區間。詳見學習評量專區 (連結)。

課程進度

週次	日期	單元主題
第1週	09/01	Course Introduction (Ch 1, Wooldridge)
第2週	09/08	Regression Analysis: Estimation (Ch 2, Wooldridge)
第3週	09/15	Regression Analysis: Estimation (Ch 3, Wooldridge; Ch 3, Mixtape)
第4週	09/22	Regression Analysis: Inference, Asymptotics, Heteroskedasticity, and Specification Issues (Ch 4, 5, and 6, Wooldridge)
第5週	09/29	Teacher's Day
第6週	10/06	Moon Cake Day
第7週	10/13	Regression Analysis: Qualitative Information and Other Issues (Ch 7, 8, and 9, Wooldridge)
第8週	10/20	Midterm
第9週	10/27	Midterm
第10週	11/03	Regression Analysis with Panel Data: Fixed Effect (Ch 13 and 14, Wooldridge; Ch 8, Mixtape)
第11週	11/10	Regression Analysis with Panel Data: Difference-in-Differences (Ch 13 and 14, Wooldridge; Ch 9, Mixtape)
第12週	11/17	Regression Analysis with Panel Data: Difference-in-Differences with Event Study (Ch 9, Mixtape; Baker et al. 2025; Miller 2023; )
第13週	11/24	Matching and Synthetic Control (Ch 5 and 10, Mixtape)
第14週	12/01	Instrumental Variables (Ch 15 and 19, Wooldridge; Ch 7, Mixtape)
第15週	12/08	Regression Discontinuity (Ch 19, Wooldridge; Ch 6, Mixtape)
第16週	12/15	Final