|
課程名稱 |
計量經濟學
Econometrics |
|
開課學期 |
106-1 |
|
授課對象 |
共同教育中心 統計碩士學位學程 |
|
授課教師 |
李 揚 |
|
課號 |
IB8063 |
|
課程識別碼 |
724 D6500 |
|
班次 |
|
|
學分 |
3.0 |
|
全/半年 |
半年 |
|
必/選修 |
必修 |
|
上課時間 |
星期四7,8,9(14:20~17:20)星期五2,3,4(9:10~12:10) |
|
上課地點 |
管一203管一203 |
|
備註 |
統計學程C類(迴歸分析)課程三選一必修。週四、週五單週上課。上課教室：管一401。週四單週上課。
限博士班
總人數上限：20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 |
TOPICS
0. Basic knowledge of statistics
1. Matrix algebra
2. Ordinary least squares (OLS) estimation of the simple regression model: Estimation, tests, and prediction.
3. OLS estimation of the multiple regression model
4. Multiple Regression in Matrix Form
5. Extensions of the multiple regression model: Dummy independent variables
6. Generalized least square (GLS): Heteroscedasticity and serial correlation
7. Discrete regression model
8. Limited dependent variable
9. Instrumental variables
10. Panel data
11. SUR and 3SLS |
|
課程目標 |
COURSE OBJECTIVES
Give students some understanding of the science and art of determining what type of model to build, building the model which is most appropriate, testing the model statistically, and finally applying the model to practical problems in forecasting and analysis. |
|
課程要求 |
It will be discussed in the class. |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
|
|
參考書目 |
REFERENED BOOKS
1. Wooldridge, J.M. (2010), Introductory Econometrics, Forth Edition, 華泰。
2. Greene, William H. (2011), Econometric Analysis, Seventh Edition.
3. Wooldridge, J.M. (2002), Econometric Analysis of Cross Section and Panel
Data.
4. Davison, R. and MacKinnon, J.G. (2003), Econometric Theory and Methods.
5. Maddala, G.S. (1983), Limited-Dependent and Qualitative Variables in
Econometrics.
6. Hsiao, Cheng (2003), Analysis of Panel Data, Second Edition. |
|
評量方式
(僅供參考) |
|
|