課程資訊
課程名稱
計量分析
Quantitative Analysis 
開課學期
107-1 
授課對象
管理學院  財務金融學研究所  
授課教師
王衍智 
課號
Fin7047 
課程識別碼
723EM9000 
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
管二301 
備註
本課程以英語授課。
限碩士班以上
總人數上限:70人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1071Fin7047_ 
課程簡介影片
 
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課程概述

This course is to teach introductory econometrics to the 1st-year finance postgraduates. The text that will be covered in this course is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. This course illustrates the modifications of least squares method. This course will also cover important modern topics such as time-series forecasting, methods to address endogeneity, non-linear regression models and panel data. 

課程目標
After completing the course students should:
•Understand the important methods and models for the analysis of financial data,
•Be able to plan and execute a project in empirical finance, and
•Have the fundamental knowledge to learn more advanced econometric methods. 
課程要求
Mid-term exam: 40%. Final exam: 40%. Assignment:20% 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
待補 
參考書目
待補 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題