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。The course focuses on providing financial measurement learning guidance, through theoretical understanding and practical operations, so as to have professional abilities that are necessary for related research, including statistical confirmation, cube equations, time sequences, face information, etc., to provide students with A necessary measurement economic analysis tool when writing a paper.
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 more in-depth exploration of the basic theories and applications of quantitative economics. I hope that students can cultivate their ability and interest in measuring economy in the learning process, and further utilize the tool of measuring economy. The main contents include linear replication models, small sample linear model estimation, large sample linear model estimation, consistency estimation, use of tool variables, general functional estimation, nonlinear model estimation, general dynamic method model estimation (GMM), etc.
Econometric Models and Economic Forecasts (4 ed.);Robert S. Pindyck、Daniel L. Rubinfeld;McGRAW-Hill
economic models and economic forecasts (4 credits.); Roberts. pin first time viewing, Daniel l. Ru colorful El; McGraw-hill
評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
---|---|---|
期中考期中考 Midterm exam |
30 | |
期末考期末考 Final exam |
30 | |
平時考平時考 Regular exam |
20 | |
平時出席平時出席 Attendance at ordinary times |
20 |