6012 - 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 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, celestial equations, time sequences, face information, etc., to provide students with necessary quantitative economic analysis tools for writing papers. Learning measurement economic theory and application capabilities
Learning Statistical Analysis Mathematical Model Establishment and Measurement Model Setting Ability
Learn the ability of application of set software and data processing and analysis
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 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.
參考書目 Reference Books
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
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
---|---|---|
期中報告 Midterm Report |
30 | |
期末報告 Final report |
30 | |
平時考 Regular exam |
20 | |
平時出席 Attendance at ordinary times |
20 |
授課大綱 Course Plan
點擊下方連結查看詳細授課大綱
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相似課程 Related Courses
課程代碼 Course Code |
課程名稱 Course Name |
授課教師 Instructor |
時間地點 Time & Room |
學分 Credits |
操作 Actions |
---|---|---|---|---|---|
選修-1751
|
經濟系3,4 林佳慧 | 四/2,3,4[ST021] | 3-0 | 詳細資訊 Details |
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 6012
- 學分 Credit: 3-0
-
上課時間 Course Time:Wednesday/6,7,8[M332]
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授課教師 Teacher:王凱立/葉宗穎
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修課班級 Class:財金碩1,2
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