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課程名稱 |
計量經濟
Econometrics |
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開課學期 |
104-1 |
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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 |
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 |
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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 |
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/1041Acc5022 |
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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 |
每週四 14:30~16:30 |
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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. |
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 |
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Week 1 |
2015/09/15 |
Introduction; Probability; Review of Statistical Inference |
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Week 2 |
2015/09/22 |
Computer lab - Introduction to TEJ Database |
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Week 3 |
2015/09/29 |
颱風假 |
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Week 4 |
2015/10/06 |
Review of Statistical Inference;Simple Linear Regression |
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Week 5 |
2015/10/13 |
Estimation and Testing; Prediction |
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Week 6 |
2015/10/20 |
Goodness-of-fit and Modeling Issues; Computer lab - EViews |
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Week 7 |
2015/10/27 |
Computer lab - EViews |
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Week 8 |
2015/11/03 |
Multiple Regression |
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Week 9 |
2015/11/10 |
Multiple regression;
Indicator Variables
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Week 10 |
2015/11/17 |
Indicator Variables; Heteroskedasticity
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Week 11 |
2015/11/24 |
Midterm Exam |
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Week 12 |
2015/12/01 |
Heteroskedasticity; Regression with Time-Series Data |
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Week 13 |
2015/12/08 |
Computer lab - EViews |
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Week 14 |
2015/12/15 |
Random Regressors and Moment-Based Estimation;
Simultaneous Equations Models |
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Week 15 |
2015/12/22 |
Qualitative Dependent Variable Models; Computer lab - EViews |
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Week 16 |
2015/12/29 |
Paper Discussion |
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Week 17 |
2016/01/05 |
Paper Discussion |
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Week 18 |
2015/01/12 |
Final Exam |
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