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，使具備相關研究應有之專業能力，包括統計檢定、聯立方程式、時間序列、縱橫面資料等，以提供學生撰寫論文時之必要計量經濟學分析工具。This course focuses on providing learning guidelines for financial measurement. Through theoretical understanding and practical operation, students will have the necessary professional abilities for related research, including statistical testing, simultaneous equations, time series, longitudinal and cross-sectional data, etc., to provide Essential econometric analysis tools for students when writing their thesis.
本課程除了回顧常用的計量方法與概念(如簡單迴歸分析，複迴歸分析，定性分析、模型設定、診斷性檢查)外，並針對時間數列分析工具包括單根檢定、ARIMA、ARCH、共整合、因果關係、誤差修正、VAR、虛擬變數等作介紹，並強調上述工具在財務金融市場上的應用。
In addition to reviewing commonly used measurement methods and concepts (such as simple regression analysis, multiple regression analysis, qualitative analysis, model setting, diagnostic inspection), this course also focuses on time series analysis tools including single root test, ARIMA, ARCH, co-integration, Causality, error correction, VAR, dummy variables, etc. are introduced, and the application of the above tools in financial markets is emphasized.
Econometric Models and Economic Forecasts (4 ed.)；Robert S. Pindyck、Daniel L. Rubinfeld；McGRAW-Hill
Econometric Models and Economic Forecasts (4 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Midterm ExamMidterm Exam Midterm Exam |
30 | |
| Final ExamFinal Exam Final Exam |
30 | |
| 作業作業 Homework |
20 | |
| 平時出席平時出席 usually attend |
20 |
