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課程名稱 |
財務計量
Financial Econometrics |
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開課學期 |
109-1 |
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授課對象 |
管理學院 財務金融學系 |
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授課教師 |
王衍智 |
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課號 |
Fin3026 |
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課程識別碼 |
703 33500 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四7,8,9(14:20~17:20) |
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上課地點 |
管二305 |
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備註 |
本課程中文授課,使用英文教科書。先修科目：統計學一上、計量導論。
總人數上限：50人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091Fin3026_ |
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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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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
The semester covers regression analysis, modifications of regression models, regression using time-series data, regression using panel data, endogeneity and limited dependent variable models. Students are also expected to use statistics software, SAS, to analyze the econometrics issue.
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課程目標 |
This undergraduate course is aimed to provide essential financial econometrics and its application. |
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課程要求 |
1. Prerequisite courses include Statistics and Introductory Econometrics. I assume students to have background and knowledge about OLS, Gauss-Markov theorem, OLS asymptotic property and heteroscedasticity.
2. Handouts could be downloaded at CERBA. I will also make announcement on the website, if any.
3. You are required to hand in answer for exercises, which include empirical analysis.
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
“Introductory Econometrics: A Modern Approach” Fifth/Sixth Edition. Jeffrey M. Wooldridge. (華泰代理).
管中閔；統計學，觀念與方法，華泰文化。
Assigned journal articles
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參考書目 |
待補 |
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評量方式
(僅供參考) |
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