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course information of 109 - 1 | 6013 Econometrics(計量經濟學)

6013 - 計量經濟學 Econometrics


教育目標 Course Target

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。學習計量經濟理論和應用能力 學習統計分析 數學模型建立 與計量模型設定能力 學習套裝軟體運用與資料處理分析能力The course focuses on providing study guidelines for financial measurement. Through theoretical understanding and practical operation, students will be equipped with the necessary professional abilities for related research, including statistical tests, simultaneous equations, time series, longitudinal and cross-sectional data, etc., to provide students with Essential econometric analysis tools when writing a paper. Learn econometric theory and application skills Learn statistical analysis, mathematical model building and quantitative model setting capabilities Learning package software application and data processing and analysis capabilities


課程概述 Course Description

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.


參考書目 Reference Books

Econometric Models and Economic Forecasts (4 ed.);Robert S. Pindyck、Daniel L. Rubinfeld;McGRAW-Hill
econometric models and economic forecasts (4 amounts.); Roberts. pin first look, Daniel l. Ru colorful El; McGraw-hill


評分方式 Grading

評分項目 Grading Method 配分比例 Grading percentage 說明 Description
期中報告期中報告
interim report
30
期末報告期末報告
Final report
30
平時考平時考
Take the test at ordinary times
20
平時出席平時出席
usually attend
20

授課大綱 Course Plan

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相似課程 Related Course

選修-1765 Basic econometrics / 基礎計量經濟學 (經濟系3,4,授課教師:林佳慧,四/2,3,4[ST021])
必修-6283 Econometrics / 計量經濟學 (經濟碩1,授課教師:陳文典/王翊全,三/6,7,8[SS422])

Course Information

Description

學分 Credit:3-0
上課時間 Course Time:Tuesday/6,7,8[M243]
授課教師 Teacher:王凱立/葉宗穎
修課班級 Class:財金碩1
選課備註 Memo:
授課大綱 Course Plan: Open

選課狀態 Attendance

There're now 14 person in the class.
目前選課人數為 14 人。

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