|
週次 |
日期 |
單元主題 |
|
Week 1 |
2/26 |
Course Overview |
|
Week 2 |
3/05 |
R Overview /
Basic summary statistics and plots /
Monty Hall problem (1) |
|
Week 3 |
3/12 |
Simple Linear Regression/ Monty Hall Problem (2) |
|
Week 4 |
3/19 |
Estimation of multilinear regression |
|
Week 5 |
3/26 |
Inference in multilinear regression/ The use of dummy variable and t-test |
|
Week 6 |
4/02 |
Spring Vacation |
|
Week 7 |
4/09 |
Hypothesis Testing and Confidence Interval / WLLN and CLT/ Simulation for WLLN and CLT |
|
Week 8 |
4/16 |
Computation of Eicker-White standard error and Wald test. |
|
Week 9 |
4/23 |
Midterm |
|
Week 10 |
4/30 |
Use of dummy variables/ Maximum Likelihood Estimation/ Logit and probit model/ Construction of asymptotic confidence interval |
|
Week 11 |
5/07 |
Stationary time series/Weak stationarity/Estimation of pi by Monte Carlo method |
|
Week 12 |
5/14 |
Modeling stationary series/MLE and its connection with OLS. |
|
Week 13 |
5/21 |
Forecasting/Modelling Volatility |
|
Week 14 |
5/28 |
Unit-root nonstationarity/Augmented Dickey-Fuller test/Co-integration |
|
Week 15 |
6/04 |
Statistical Learning/Tree-based methods |
|
Week 16 |
6/11 |
Statistical Learning (Continued) |