本課程重點在提供財金計量的學習指引,透過理論的瞭解與實務上的操作,期使具備應有之專業能力。This course focuses on providing learning guidelines for financial measurement. Through theoretical understanding and practical operation, it is expected to equip students with the necessary professional capabilities.
本課程講授常用的計量方法與概念,包括簡單迴歸分析,複迴歸分析,異質性ˋ序列相關、定性分析、模型設定、診斷性檢查、預測模型等作介紹,並強調上述工具在財務金融市場上的應用。
This course teaches commonly used measurement methods and concepts, including simple regression analysis, multiple regression analysis, heterogeneity and serial correlation, qualitative analysis, model setting, diagnostic inspection, predictive models, etc., and emphasizes the application of the above tools in financial markets. application.
主要教材:�
Principles of Econometric (4 rd. Edition);R. Carter Hill, William E. Griffiths, Guay C. Lim
參考用書:
� Econometric Models and Economic Forecasts (4 ed.);Robert S. Pindyck、Daniel L. Rubinfeld;McGRAW-Hill
� Applied Econometric Time Series;Walter Enders;Wiley
� Basic Econometrics (3 ed.);Damodar N. Gujarati;McGRAW-Hill
� Time Series Analysis;James D. Hamilton;Princeton
� 計量經濟學;Andrew C. Harvey著;厲無畏譯;五南圖書出版
Main teaching materials:�
Principles of Econometric (4th rd. Edition); R. Carter Hill, William E. Griffiths, Guay C. Lim
Reference books:
� Econometric Models and Economic Forecasts (4 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill
� Applied Econometric Time Series; Walter Enders; Wiley
� Basic Econometrics (3 ed.); Damodar N. Gujarati; McGRAW-Hill
� Time Series Analysis; James D. Hamilton; Princeton
� Econometrics; written by Andrew C. Harvey; translated by Li Wuwei; published by Wunan Books
評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
---|---|---|
AssignmentsAssignments assignments |
40 | |
Midterm ExamMidterm Exam midterm exam |
30 | |
Final ExamFinal Exam final exam |
30 |