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 共同教育中心  統計碩士學位學程 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。統計學程C類(迴歸分析)課程三選一必修。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 為確保您我的權利,請尊重智慧財產權及不得非法影印 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 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. 指定閱讀 評量方式(僅供參考)
 課程進度
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