課程資訊
課程名稱
 計量分析
QUANTITATIVE ANALYSIS 
開課學期
 97-1 
授課對象
 管理學院  財務金融學研究所  
授課教師
 何耕宇 
課號
 Fin7047 
課程識別碼
 723EM9000 
班次
  
學分
 3 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期二6,7,8(13:20~16:20) 
上課地點
 管二304 
備註
 本課程以英語授課。主修財金組必選。
限本系所學生(含輔系、雙修生) 且 限碩士班以上
總人數上限：50人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/971QA_NTU_FIN 
課程簡介影片
 
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課程概述

This course is a graduate level course of quantitative analysis for non-economics major students. The course is divided into two parts. The first part covers review of probability and statistics and lectures on the required text book. The second part intoduces two popular empirical topics in finance with journal article readings. There will also be a final exam. 

課程目標
 The purpose of the course is to equip students with fundamental knowledge on quantitative analysis and possible econometrics tools for master dissertation. 
課程要求
  
預期每週課後學習時數
  
Office Hours
  
指定閱讀
  
參考書目
  
評量方式
(僅供參考)
    
課程進度
週次
日期
單元主題
Week 1
 9/16  Introduction 
Week 2
 9/23  Review of Probability and Statistics 
Week 3
 9/30  Single Linear Regression 
Week 4
 10/07  Single Linear Regression-Hypothesis Tests and Confidence Intervals 
Week 5
 10/14  Multiple Linear Regression 
Week 6
 10/21  Multiple Linear Regression-Hypothesis Tests and Confidence Intervals 
Week 7
 10/28  Panel Data Regression 
Week 8
 11/04  Binary Regression 
Week 9
 11/11  Instrumental Variables 
Week 10
 11/18  Time-Series Analysis and Forecasting (I) 
Week 11
 11/25  Time-Series Analysis and Forecasting (II) 
Week 12
 12/02  Mean-Variance Analysis 
Week 13
 12/09  Mean-Variance Spanning and Intersection Tests 
Week 14
 12/16  Mean-Variance Analysis and Related Tests-Empirical Studies 
Week 15
 12/23  Event Study-From Short-Run to Long-Run 
Week 16
 12/30  Event Study-Long-Run Methodology 
Week 17
 1/06  Event Study-Empirical Studies 
Week 18
 1/13  Final Exam