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 the basics of matrix generation and mathematical statistics, and is designed for graduate students with a background in quantitative economics at the university stage. In addition to the relevant theoretical model of quantitative economics, the course content emphasizes the application of statistical software and data analysis. The main course contents include simple linear replication models, complex models, and related applications, differentiation and power-based minimum square methods, basic replication analysis of time sequence data, binary adaptation model, analysis methods of quasi-data, tool variables and two-stage minimum square methods, etc. The main purpose of this course is to cultivate students' analytical skills in economic measurement and can be applied to the research on related social economic issues.
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, 4rd edition, Thomson South-Western, Huatai Culture Agency (W)
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 平時成績平時成績 Regular achievements |
40 | |
| 期中考期中考 Midterm exam |
30 | |
| 期末考期末考 Final exam |
30 |
