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 learning guidelines for financial econometrics. Through theoretical understanding and practical operations, students will be equipped with the professional capabilities required for relevant research, including statistical tests, simultaneous equations, time series, cross-sectional data, etc., and provide students with the necessary econometric analysis tools when writing papers. Learn econometric theory and application skills
Learn statistical analysis, mathematical model building and econometric 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 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill

評分方式 Grading

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

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 6013
  • 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
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 14 人

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