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課程名稱 |
應用計量經濟學
Applied Econometrics |
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開課學期 |
105-1 |
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授課對象 |
生物資源暨農學院 農業經濟學研究所 |
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授課教師 |
黃芳玫 |
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課號 |
AGEC7035 |
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課程識別碼 |
627 M2240 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期二2,3,4(9:10~12:10) |
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上課地點 |
農經三 |
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備註 |
限碩士班以上
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051AGEC7035_metrics |
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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 |
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課程大綱
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課程概述 |
This course will cover the following subjects:Regression analysis with cross-section data, time series data, panel data, limited dependent variable model and sample selection model. |
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課程目標 |
The main purpose of this one-semester course is to put students on a solid econometric footing to write empirical papers, such as a term paper and the Master thesis. This course will provide students with basic econometric theory, and emphasis on intuition and interpretation of the empirical examples. The first part of this course will cover the simple and multiple regression for cross-sectional data. The second part of this course will cover the regression analysis with time series data. Finally, the third part will cover the basic panel data analysis, instrumental variables estimation, and limited dependent variable models. |
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課程要求 |
Statistics or undergraduate-level Econometrics courses |
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預期每週課後學習時數 |
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Office Hours |
每週二 14:00~16:00 |
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指定閱讀 |
Wooldridge, Jeffrey M. (2016), Introductory Econometrics A Modern Approach,
Sixth Edition. South-Western Cengage Learning |
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參考書目 |
STATA基礎操作與統計模型應用 第一版 2012年 作者： 劉彩卿、陳欽賢 出版社：雙葉書廊 |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
attendance |
5% |
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2. |
First midterm exam |
25% |
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3. |
Second midterm exam |
25% |
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4. |
Final exam |
25% |
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5. |
Home work assignments |
20% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/13 |
Chapter 1 The Nature of Econometrics and Economic Data |
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第2週 |
9/20 |
Chapter 2 Simple Regression |
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第3週 |
9/27 |
Typhoon break |
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第4週 |
10/4 |
Chapter 3: Multiple RegressionAnalysis: Estimation |
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第5週 |
10/11 |
Chapter 4 Multiple Regession Analysis: Inference |
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第6週 |
10/18 |
Chapter 6 Multiple Regession Analysis: Further Issues |
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第7週 |
10/25 |
First Midterm Exam |
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第8週 |
11/1 |
Chapter 7 Multiple Regession Analysis with Qualitative Information: Binary (or Dummy)
Variables
Chapter 8 Heteroskedasticity |
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第9週 |
11/8 |
Chapter 8 Heteroskedasticity
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第10週 |
11/15 |
University Anniversary holiday |
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第11週 |
11/22 |
Chapter 9 More on Specification and Data Issues |
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第12週 |
11/29 |
Chapter 10 Basic Regression Analysis with Time Series Data
Chapter 11 Further Issues in Using OLS with Time Series Data |
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第13週 |
12/6 |
chapter 12 serial correlation and heteroskedasticity in time series regressions |
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第14週 |
12/13 |
Second Midterm Exam |
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第15週 |
12/20 |
Chapter 13 Pooling Cross Sections across Time: Simple Panel Data Methods |
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第16週 |
12/27 |
Chapter 14 Advanced Panel Data Methods
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares |
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第17週 |
1/3 |
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares |
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第18週 |
1/10 |
Final Exam |
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