6285 - 計量經濟學
Econometrics
教育目標 Course Target
本課程首先要求學生必須具備矩陣代數與數理統計的基礎,且專為具有大學階段計量經濟學背景的研究生所設計的課程,課程內容除了計量經濟學的相關理論模型之外,並強調統計軟體的應用以及數據分析。主要課程內容包含簡單線性迴歸模型、複廻歸模型以及相關應用、異質變異與加權最小平方法、時間序列資料的基本迴歸分析、二元應變數模型、縱橫資料的分析方法以及工具變數與兩階段最小平方法等。本課程主要目的在培養學生具備計量經濟學的分析能力,並能應用在相關社會經濟問題的研究。
This course first requires students to have a foundation in matrix algebra and mathematical statistics. It is a course designed for graduate students with a background in econometrics at the university level. In addition to the relevant theoretical models of econometrics, the course content also emphasizes the application of statistical software and data analysis. The main course contents include simple linear regression models, complex regression models and related applications, heterogeneous variation and weighted least squares methods, basic regression analysis of time series data, binary variable coefficient models, analysis methods of vertical and horizontal data, instrumental variables and two-stage least squares methods, etc. The main purpose of this course is to cultivate students' analytical abilities in econometrics and to apply them to the research of related social and economic issues.
參考書目 Reference Books
1. Jeffrey Wooldridge, Introductory Econometrics: A Modern Approach, 4rd edition, Thomson South-Western, 華泰文化代理(W)
1. Jeffrey Wooldridge, Introductory Econometrics: A Modern Approach, 4th edition, Thomson South-Western, Huatai Culture Agency (W)
評分方式 Grading
評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
---|---|---|
平時成績 usual results |
40 | |
期中考 midterm exam |
30 | |
期末考 final exam |
30 |
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: 6285
- 學分 Credit: 0-3
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上課時間 Course Time:Thursday/2,3,4[SS422]
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授課教師 Teacher:林佳慧
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修課班級 Class:經濟碩1
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