|
課程名稱 |
財務時間序列
Financial Time Series |
|
開課學期 |
109-1 |
|
授課對象 |
共同教育中心 統計碩士學位學程 |
|
授課教師 |
許耀文 |
|
課號 |
IB5018 |
|
課程識別碼 |
724 U0590 |
|
班次 |
|
|
學分 |
3.0 |
|
全/半年 |
半年 |
|
必/選修 |
選修 |
|
上課時間 |
星期四2,3,4(9:10~12:10) |
|
上課地點 |
管二203 |
|
備註 |
管理與社會統計領域選修課程之一。
限碩士班以上
總人數上限：20人 |
|
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091IB5018_ |
|
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 |
待建置 |
|
課程目標 |
After taking this course, the students would have a working knowledge of basic econometrics and using R to do empirical studies in financial studies.
Prerequisite: basic R programming ability. |
|
課程要求 |
TOPICS: Simple Regression Model; Interval Estimation and Hypothesis Testing; Prediction, Goodness-of-Fit, and Modelling Issues; Multiple Regression Analysis; Using Indicator Variables; Heteroskedasticity; Regression with Time-Series Data: Stationary Variables; Panel Data Models; Hierarchical Linear Modelling.
GRADING: Homework and Presentations: 30%. Mid-Term Exam: 35%. Final Exam: 35%. |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
1. Hill, R. Carter, William E. Griffiths, and Guay C. Lim, 2018, 5th ed., Principles of Econometrics, John Wiley & Sons.
2. Colonescu, Constantin, 2016, Principles of Econometrics with R.
3. Field, Andy, Jeremy Miles and Zoe Field, 2012, Discovering Statistics Using R, SAGE.
|
|
參考書目 |
1. Wooldridge, Jeffrey M., 2015, 6th ed., Introductory Econometrics: A Modern Approach, Cengage Learning. |
|
評量方式
(僅供參考) |
|
|