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。This course mainly provides students with a more in-depth discussion of the basic theories and applications of econometrics. I hope that in the process of learning, I can develop my ability and interest in econometrics, and further be able to make full use of the tool of econometrics.
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.
Econometric Analysis, fourth edition, William H. Greene, New Jersey: Prentice-Hall, Inc., 2000.
Optional book: Introduction to the theory and practice of econometrics, George G. Judge, R.C. Hill, W. E. Griffiths, H. Lutkepohl, and Tsoung-Chao Lee. Wiley, Inc.
Econometric Analysis, fourth edition, William H. Greene, New Jersey: Prentice-Hall, Inc., 2000.
Optional book: Introduction to the theory and practice of econometrics, George G. Judge, R.C. Hill, W. E. Griffiths, H. Lutkepohl, and Tsoung-Chao Lee. Wiley, Inc.
| 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 |
40 | |
| 平時成績平時成績 usual results |
30 |
