This course objectives is to help students in developing a solid theoretical background in introductory level econometrics, the ability to implement the techniques and to critique empirical studies in social science fields.
The course contents are including:
1. Review of Probability and Statistics
2. Linear Regression with one regressor
3. Hypothesis tests and confidence intervals in the simple regression model
4. Regression models with multiple regressors
5. Heteroscedasticity
6. Autocorrelation
7. Multicollinearity
8. Dummy variable and regression with a binary dependent variableThis course objectives is to help students in developing a solid theoretical background in introduction level economics, the ability to implement the techniques and to critice empirical studies in social science fields.
The course contents are including:
1. Review of Probability and Statistics
2. Linear Regression with one regressor
3. Hypothesis tests and confidence intervals in the simple regression model
4. Regression models with multiple regressors
5. Heteroscedasticity
6. Autocorrelation
7. Multicollinearity
8. Dummy variable and regression with a binary dependent variable
1. Statistics and Econometrics for Finance Quantitative Analysis and IBM® SPSS® Statistics A Guide for Business and Finance at https://www.academia.edu/35314417/Statistics_and_Econometrics_for_Finance_Quantitative_Analysis_and_IBM_SPSS_Statistics_A_Guide_for_Business_and_Finance
1. Statistics and Econometrics for Finance Quantitative Analysis and IBM® SPSS® Statistics A Guide for Business and Finance at https://www.academia.edu/35314417/Statistics_and_Econometrics_for_Finance_Quantitative_Analysis_and_IBM_SPSS_Statistics_A_Guide_for_Business_and_Finance
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Problem sets Problem sets problems ETS |
30 | Based on the lab session, students will recieve 3 homeworks |
| Mid--term examMid--term exam mid--term exam |
30 | |
| Final examFinal exam final exam |
30 | |
| AttendanceAttendance attendance |
10 |
