本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。This course focuses on providing financial measurement learning guidance, through theoretical understanding and practical operations, so as to have professional abilities that are required for related research, including statistical confirmation, celestial equations, time sequences, face data, etc., to provide students with necessary quantitative economic analysis tools for writing papers.
本課程除了回顧常用的計量方法與概念(如簡單迴歸分析，複迴歸分析，定性分析、模型設定、診斷性檢查)外，並針對時間數列分析工具包括單根檢定、ARIMA、ARCH、共整合、因果關係、誤差修正、VAR、虛擬變數等作介紹，並強調上述工具在財務金融市場上的應用。
In addition to reviewing commonly used measurement methods and concepts (such as simple replication analysis, complex analysis, qualitative analysis, model setting, and diagnostic inspection), this course also introduces the time column analysis tools including single basis confirmation, ARIMA, ARCH, co-integration, causal relationship, error correction, VAR, virtual variables, etc., and emphasizes the application of the above tools in the financial and financial market.
Econometric Models and Economic Forecasts (4 ed.)；Robert S. Pindyck、Daniel L. Rubinfeld；McGRAW-Hill
Economic Models and Economic Forecasts (4 ed.); Robert S. Pindyck, Daniel L. Rubinfeld; McGRAW-Hill
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Midterm ExamMidterm Exam Midterm Exam |
30 | |
| Final ExamFinal Exam Final Exam |
30 | |
| 作業作業 Action |
20 | |
| 平時出席平時出席 Attendance at ordinary times |
20 |
