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課程名稱 |
計量分析
Quantitative Analysis |
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開課學期 |
108-1 |
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授課對象 |
管理學院 財務金融學研究所 |
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授課教師 |
賴淑青 |
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課號 |
Fin7047 |
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課程識別碼 |
723EM9000 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
管二103 |
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備註 |
本課程以英語授課。
限碩士班以上
總人數上限：70人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1081Fin7047_ |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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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. |
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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. |
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課程要求 |
Mid-term exam: 35%. Final exam: 40%. Project: 15% Participation: 10% |
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： By appointment
December 25, 2019 Final exam |
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指定閱讀 |
Required- Introduction to Econometrics by James H. Stock and Mark W. Watson, 4th edition
Recommended- An Introduction to Modern Econometrics Using Stata by Christopher F. Baum |
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參考書目 |
“Introductory Econometrics: A Modern Approach” Jeffrey M. Wooldridage. 5ed. ISBN-13: 978-1-111-53104-1 |
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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. |
Class Participation |
10% |
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2. |
Project Presentation |
25% |
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3. |
Mid-term Exam |
25% |
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4. |
Final Exam |
40% |
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週次 |
日期 |
單元主題 |
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Week 1 |
09/11 |
Chapter 1 |
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Week 9 |
11/6 |
Mid-term examination
Coverage: Chapters 1-6
Time: 9:10 am - 12:10 pm, Wednesday, Nov. 6 |
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Week 15 |
12/18 |
Project Presentation |
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Week 16 |
12/25 |
Final examination
Time: 9:10 am - 12:10 pm, Wednesday, Dec. 25
Coverage: Chapters 7-10, 12 |
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Week 17 |
1/1 |
no class |
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