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課程名稱 |
計量經濟
ECONOMETRICS |
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開課學期 |
96-1 |
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授課對象 |
管理學院 會計學研究所 |
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授課教師 |
董水量 |
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課號 |
Acc7003 |
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課程識別碼 |
722EM6000 |
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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 |
選修 |
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上課時間 |
星期四2,3,4(9:10~12:10) |
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上課地點 |
管一會五 |
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備註 |
本課程以英語授課。
總人數上限：60人 |
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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 |
Requirements and Assessment
For this course, there will be five take-home assignments, two mid-term examinations, and a final exam.
Week Chapter Topic (Tentative)
1 Introduction
2 1 An Overview of Regression Analysis
3 1 An Overview of Regression Analysis
4 2 Ordinary Least Squares
October 18 First mid-term
5 3 Learning to Use Regression Analysis
6 4 The Classical Model
8 5 Hypothesis Testing
9 6 Specification: Choosing the Independent Variables
10 7 Specification: Choosing a Functional Form
11 8 Multicollinearity
Dec. 6 Secon mid-term
13 9 Serial Correlation
14 10 Heteroskedasticity
15 11 A Regression User’s Handbook
16 Review
Jan. 17,
2008 Final Exam
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課程目標 |
The course will use an innovative approach to the understanding of elementary econometrics. It covers the topic of single-equation linear regression analysis in an easily understandable format that focuses on real-world problems. |
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課程要求 |
Item %
Take-home assignments 20.0
Mid-term exams 30.0
Final exam 50.0
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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 |
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參考書目 |
Textbook
A.H. Studenmund, 2006. Using Econometrics: A Practical Guide, 5th ed., Boston: Person Education, Inc. (Taipei sales person: Mr. Deng at 2368-4198 extension 15).
Reference Materials
Belsley, D.A., E. Kuh, and R.E. Welsch. 1980. Regression Diagnostics. New York: John Wiley and Sons.
White, H. 1980. A Heteroskedasticity-consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica 48 (May): 817-38.
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評量方式
(僅供參考) |
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