課程資訊
課程名稱
計量經濟學一
Econometrics (Ⅰ) 
開課學期
112-1 
授課對象
管理學院  財務金融學研究所  
授課教師
陳宜廷 
課號
Fin8036 
課程識別碼
723 D6000 
班次
 
學分
3.0 
全/半年
半年 
必/選修
必修 
上課時間
星期四2,3,4(9:10~12:10) 
上課地點
管二102 
備註
本課程中文授課,使用英文教科書。
限碩士班以上
總人數上限:50人 
 
課程簡介影片
 
核心能力關聯
核心能力與課程規劃關聯圖
課程大綱
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課程概述

Econometrics is an academic discipline that aims at bridging economics (finance/social sciences}) and data through statistical analysis. Modern economic (social sciences) studies are inseparable from econometric analysis for evaluating existing economic theories, discovering new theories or exploring empirical evidence. In this course, we will introduce basic concepts, principles and methods of econometrics in specifying, estimating and testing empirical models. Our discussions will be mainly established in the context of linear regressions. We will also introduce the first-order asymptotic method which is essential for statistical inference, and discuss constrained estimation methods and hypothesis testing methods. 

課程目標
1. Students may learn basic econometric principles and methods for their future research.
2. Students may also learn programming skills in R via doing computer homework. 
課程要求
1. Mathematical statistics and matrix algebra are required as background knowledge of this course.
2. Regular class attendance is a requirement.
3. Computer homework needs to be done using R (https://www.r-project.org/). 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
 
參考書目
參考書目:
White, H. (2001), Asymptotic Theory for Econometricians, Academic Press.
Hamilton, J (1994), Time Series Analysis, Princeton University Press.
Davidson, R. and J. G. MacKinnon(1993), Estimation and Inference in Econometrics, Oxford University Press. 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
無資料