課程名稱 |
計量經濟 Econometrics |
開課學期 |
107-1 |
授課對象 |
管理學院 會計學系 |
授課教師 |
廖珮真 |
課號 |
Acc5022 |
課程識別碼 |
722 U6200 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二2,3,4(9:10~12:10) |
上課地點 |
管二206 |
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 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1071Acc5022_Econ |
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 |
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. |
課程目標 |
Students learn to estimate, test, and forecast econometric models. |
課程要求 |
Prerequisites include elementary statistics, probability, and probability distribution. |
預期每週課後學習時數 |
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Office Hours |
每週二 12:30~14:30 |
指定閱讀 |
Principles of Econometrics, by Hill, Griffiths, and Judge, John Wiley & Sons, 4th Edition, 2012. (雙葉書局) |
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) |
No. |
項目 |
百分比 |
說明 |
1. |
Homework |
10% |
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2. |
Term Paper |
25% |
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3. |
Midterm Exam |
30% |
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4. |
Final Exam (Computer-based) |
35% |
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週次 |
日期 |
單元主題 |
Week 1 |
2018/09/11 |
Topic: Introduction;Probability;Review of Statistical Inference
(Reading: Chap.1,Probability Primer,Appendix B, C)
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Week 2 |
2018/09/18 |
Topic: Review of Statistical Inference;Simple Linear Regression
(Reading: Appendix C, Chap. 2)
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Week 3 |
2018/09/25 |
Topic: Simple Linear Regression; Estimation & Testing
(Reading: Chap. 2, 3) |
Week 4 |
2018/10/02 |
Topic: Prediction;
Computer lab – EViews
(Reading: Chap. 4)
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Week 5 |
2018/10/09 |
Topic: Goodness-of-fit; Modeling Issues;
Computer lab – EViews
(Reading: Chap. 4)
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Week 6 |
2018/10/16 |
Topic: Multiple Regression
Case Study I
(Reading: Chap.5) |
Week 7 |
2018/10/23 |
Topic: Multiple Regression
Computer lab – EViews
(Reading: Chap. 6) |
Week 8 |
2018/10/30 |
Topic: Indicator Variables
(Reading: Chap. 7) |
Week 9 |
2018/11/06 |
Topic: Treatment Effects; Heteroskedasticity
(Reading: Chap. 7,8) |
Week 10 |
2018/11/13 |
Topic: Heteroskedasticity;
Computer lab – EViews
(Reading: Chap. 8) |
Week 11 |
2018/11/20 |
Midterm Exam |
Week 12 |
2018/11/27 |
Computer lab – TEJ 資料庫介紹 |
Week 13 |
2018/12/04 |
Topic: Qualitative Dependent Variable Models
Computer lab – EViews
(Reading: Chap. 16) |
Week 14 |
2018/12/11 |
Topic: Qualitative Dependent Variable Models; Random Regressors and Moment-Based Estimation
Computer lab – EViews
(Reading: Chap.10,16) |
Week 15 |
2018/12/18 |
Topic: Random Regressors and Moment-Based Estimation; Simultaneous Equations Models;
Computer lab – EViews
(Reading: Chap.10,11) |
Week 16 |
2018/12/25 |
Paper Discussion |
Week 17 |
2019/01/01 |
National Holiday |
Week 18 |
2019/01/08 |
Final Exam |
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