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 financial measurement learning guidance, through theoretical understanding and practical operations, so as to achieve the professional abilities that should be established.
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 replication analysis, replication analysis, heterogeneous sequence correlation, qualitative analysis, model setting, diagnostic checking, prediction model, etc., and emphasizes the application of the above tools in the financial and financial market.
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 textbooks:�
Principles of Econometric (4 rd. Edition); R. Carter Hill, William E. Griffiths, Guay C. Lim
Reference book:
� Economic 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
� Economy; by Andrew C. Harvey; fearless translation; published by Wunan Book
| 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 |
