使學生瞭解典型「應用計量經濟學」之基本內容，並簡介國內外數量方法之創新與應用。To enable students to understand the basic content of typical "applied econometrics" and introduce the innovation and application of quantitative methods at home and abroad.
本課程主要是提供學生在計量經濟學基本的理論及應用有更深入的探討。希望學生在學習的過程中能培養對計量經濟的能力及興趣，更進一步能活用計量經濟這個工具。主要內容包括線性迴歸模型，小樣本線性模型估計，大樣本線性模型估計，一致性估計、工具變數的使用，概似函數估計，非線性模型估計，一般動差法模型估計(GMM)等。
This course mainly provides students with a more in-depth discussion of the basic theories and applications of econometrics. It is hoped that students can develop their ability and interest in econometrics during the learning process, and further be able to make full use of the tool of econometrics. The main contents include linear regression model, small sample linear model estimation, large sample linear model estimation, consistency estimation, use of instrumental variables, approximate function estimation, nonlinear model estimation, general dynamic method model estimation (GMM), etc.
教科書：
Hill, R. C., Griffiths, W. E. and G. C. Lim (2011), Principles of Econometrics, 4th Edition.
參考書：
1.黃台心(2009)，計量經濟學，新陸書局股份有限公司。
2.楊奕農(2009)，時間序列分析經濟與財務上之應用，雙葉書廊有限公司。
Textbook:
Hill, R. C., Griffiths, W. E. and G. C. Lim (2011), Principles of Econometrics, 4th Edition.
Reference books:
1. Huang Taixin (2009), Econometrics, Xinlu Book Company Co., Ltd.
2. Yang Yinong (2009), Economic and Financial Applications of Time Series Analysis, Shuangye Bookstore Co., Ltd.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 案例分析案例分析 Case study |
30 | |
| 學期考試學期考試 Semester exam |
40 | |
| 期末報告期末報告 Final report |
40 |
