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課程名稱 |
計量經濟
Econometrics |
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開課學期 |
106-1 |
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授課對象 |
管理學院 會計學系 |
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授課教師 |
廖珮真 |
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課號 |
Acc5022 |
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課程識別碼 |
722 U6200 |
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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 |
星期二2,3,4(9:10~12:10) |
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上課地點 |
管二206 |
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備註 |
學士班學生需向教師取得授權碼後，始可上網加選。先修科目統計學。
限碩士班以上 且 限本系所學生(含輔系、雙修生)
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1061Acc5022_Econ |
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課程簡介影片 |
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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 |
This course is an introduction to econometrics, the application of statistical techniques to economic analysis. It is a mixture of theory and applied computer use. The primary focus will be on regression analysis. The statistical software packages we use are Excel and EViews. |
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課程目標 |
Students learn to estimate, test, and forecast econometric models. |
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課程要求 |
Prerequisites include elementary statistics, probability, and probability distribution. |
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預期每週課後學習時數 |
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Office Hours |
每週二 12:30~14:30 |
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指定閱讀 |
Principles of Econometrics, by Hill, Griffiths, and Judge, John Wiley & Sons, 4th Edition, 2012. (雙葉書局) |
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參考書目 |
1. Undergraduate Econometrics, by Hill, Griffiths, and Judge, John Wiley & Sons, 2nd Edition, 2001. (雙葉書局)
2. Using Econometrics: A Practical Guide, by Studenmund, Pearson, 6th Edition, 2010. (雙葉書局)
3. Essentials of Econometrics, by Gujarati, Mcgraw-Hill, 4th Edition, 2010. (新月書局)
4. Basic Econometrics, by Gujarati, Mcgraw-Hill, 5th Edition, 2009. (新月書局)
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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. |
Final Exam (Computer-based) |
35% |
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2. |
Midterm Exam |
30% |
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3. |
Term Paper |
25% |
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4. |
Homework |
10% |
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週次 |
日期 |
單元主題 |
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Week 1 |
09/12 |
Introduction; Probability; Review of Statistical Inference |
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Week 2 |
09/19 |
Review of Statistical Inference; Simple Linear Regression |
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Week 3 |
09/26 |
Simple Linear Regression; Estimation and Testing |
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Week 4 |
10/03 |
Prediction and Goodness-of-fit; Computer lab - EViews |
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Week 5 |
10/10 |
國慶日放假 |
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Week 6 |
10/17 |
Modeling Issues; Multiple Regression; Computer lab - EViews |
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Week 7 |
10/24 |
Computer lab - 資料庫介紹 |
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Week 8 |
10/31 |
Multiple Regression |
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Week 9 |
11/07 |
Multiple Regression; Computer lab - EViews |
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Week 10 |
11/14 |
Indicator Variables
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Week 11 |
11/21 |
Midterm Exam |
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Week 12 |
11/28 |
Treatment Effects; Heteroskedasticity |
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Week 13 |
12/05 |
Heteroskedasticity; Computer lab - EViews |
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Week 14 |
12/12 |
Qualitative Dependent Variable Models; Computer lab - EViews |
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Week 15 |
12/19 |
Qualitative Dependent Variable Models; Random Regressors and Moment-Based Estimation; Computer lab - EViews |
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Week 16 |
12/26 |
Random Regressors and Moment-Based Estimation; Simultaneous Equations Models; Computer lab - EViews |
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Week 17 |
01/02 |
Simultaneous Equations Models; Paper Discussion |
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Week 18 |
01/09 |
Final Exam |
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