1726 - 計量經濟學
Econometrics
教育目標 Course Target
本課程為計量經濟學基礎課程,旨在引導學生理解如何運用數量方法分析經濟問題,並建立迴歸分析之理論基礎與實證應用能力。課程內容涵蓋計量模型設定、估計方法與統計推論,並強調理論與實務並重。除了基礎的計量理論之外,為了強化基本觀念理解,本課程採用 Excel 作為實作工具,使學生在熟悉的試算表環境中學習迴歸分析與資料處理技巧。透過Excel內建資料分析工具與函數應用,培養學生基礎實證分析能力與數據解讀能力。
This course is a basic course in econometrics, aiming to guide students to understand how to use quantitative methods to analyze economic problems, and to establish the theoretical foundation and empirical application capabilities of regression analysis. The course content covers econometric model setting, estimation methods and statistical inference, and emphasizes both theory and practice. In addition to basic measurement theory, in order to strengthen the understanding of basic concepts, this course uses Excel as a practical tool to enable students to learn regression analysis and data processing skills in a familiar spreadsheet environment. Through the built-in data analysis tools and function applications of Excel, students can develop their basic empirical analysis and data interpretation abilities.
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 a more in-depth discussion of the basic theories and applications of econometrics. It is hoped that students can develop their ability and interest in econometrics during the learning process, and further be able to make full use of the tool of econometrics. The main contents include linear regression model, small sample linear model estimation, large sample linear model estimation, consistency estimation, use of instrumental variables, approximate function estimation, nonlinear model estimation, general dynamic method model estimation (GMM), etc.
參考書目 Reference Books
R. Carter Hill, William E. Griffiths, Guay C. Lim /黃智聰,梁儀盈 合譯, Principles of Econometrics, 5th Edition /計量經濟學 中文第二版 2022年 雙葉書廊
R. Carter Hill, William E. Griffiths, Guay C. Lim /Co-translated by Huang Zhicong and Liang Yiying, Principles of Econometrics, 5th Edition /Econometrics Chinese Second Edition 2022 Shuangye Book Gallery
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
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平時成績 usual results |
35 | 包含隨堂練習、作業、小考與課堂參與等成績 |
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期中考試 midterm exam |
30 | |
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期末考試 final exam |
30 | |
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期末報告 Final report |
5 |
授課大綱 Course Plan
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時間地點 Time & Room |
學分 Credits |
操作 Actions |
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必修-1729
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經濟系3 林佳慧 | 四/2,3,4 | 3-0 | 詳細資訊 Details | |
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課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1726
- 學分 Credit: 3-0
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上課時間 Course Time:Thursday/2,3,4
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授課教師 Teacher:林立闓
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修課班級 Class:經濟系3
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選課備註 Memo:關閉網路選課,學號單號修課。重補修請按經濟系網頁公告登記,不辦理教師簽名選課。
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