| 課程代碼 |
80M00601
|
| 課程中文名稱 |
計量經濟學
|
| 課程英文名稱 |
Econometrics
|
| 學分數 |
3.0
|
| 必選修 |
選修
|
| 開課班級 |
碩研財金一甲,碩研會資一甲
|
| 任課教師 |
李源明
|
| 上課教室(時間) |
|
週四
|
第11節
|
(S401)
|
|
週四
|
第12節
|
(S401)
|
|
週四
|
第13節
|
(S401)
|
|
| 課程時數 |
3
|
| 實習時數 |
0
|
| 授課語言 |
1.華語
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| 輔導考證 |
無
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| 課程概述 |
This course introduces the econometric analysis of conditional models, focusing on the use of least squares and related methods for estimating conditional expectations, and on linear instrumental variables methods for estimating linear causal relationships.
|
| 先修科目或預備能力 |
calculus, statistics
|
|
課程學習目標與核心能力之對應
|
| 編號 | 中文課程學習目標 | 英文課程學習目標 |
|
1
|
能體認正確嚴謹應用計量方法與模型的重要性
|
To be able to recognize the importance of applying methods and models of econometric correctly and rigorously.
|
|
2
|
能瞭解計量經濟學的方法與基本理論
|
To be able to understand methods and basic theories of econometric
|
|
3
|
能將市場的資料轉換成有用的資訊
|
To be able to transfer the market’s data into useful information.
|
|
4
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能有效解析與呈現分析實證結果，讓不懂計量專業術語的決策者亦可理解。
|
To be able to present analysis the evidence results in a way that decision policy-makers who may not know econometric can also understand.
|
|
5
|
能針對財金或經濟問題有效辨認適當的計量方法與模型。
|
To be able to identify the appropriate methods and models of econometric when encountering financial or economic problems.
|
|
6
|
能利用計量之套裝軟體分析財金或經濟資料，並正確解讀實證結果。
|
To be able to apply package software of econometric on financial or economic data analysis and to interpret its output of evidence.
|
|
| 就業力培養目標 |
此門課程無設定權重值
|
| 中文課程大綱 |
本課程教學內容將涵蓋基礎的計量經濟學，課程內容包括如下:
1. 計量經濟學以及矩陣應用的介紹
2. 簡單迴歸模型
3. 複迴歸分析: 估計、信賴區間、漸進OLS以及其他議題
4. 複迴歸分析:質化:二元變數(虛擬變數)
5. 橫斷面與時間序列迴歸式之序列相關與異質變異數
6. 模型設定與資料相關的問題: 時間序列資料之基礎迴歸分析與其他議題
7. 聯立方程式模型
8. 工具變數估計法與兩階段最小平方法
9. 簡單追蹤資料模型
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| 英/日文課程大綱 |
The course topics will cover basic areas from econometrics. The topics will include
1. To introduce Econometrics and Matrix algebra
2. The Simple Regression Model.
3. Multiple Regression Analysis: Estimation, Inference, OLS Asymptotic, and Further Issues.
4. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables.
5. Serial Correlation and Heteroskedasticity in Cross section and Time Series Regressions
6. More on Specification and Data Problems. Basic Regression Analysis with Time Series Data, and Further Issues
7. Simultaneous Equations Models.
8. Instrumental Variables Estimation and Two Stage Least Squares.
9. Simple Panel Data Methods.
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| 課程進度表 |
1. To introduce Econometrics and Matrix algebra
2. The Simple Regression Model.
3. Multiple Regression Analysis: Estimation, Inference, OLS Asymptotic, and Further Issues.
4. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables.
5. Serial Correlation and Heteroskedasticity in Cross section and Time Series Regressions
6. More on Specification and Data Problems. Basic Regression Analysis with Time Series Data, and Further Issues
7. Simultaneous Equations Models.
8. Instrumental Variables Estimation and Two Stage Least Squares.(opiton lessons)
9. Simple Panel Data Methods(option lessons)
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| 課程融入SDGs |
|
| 期考調查 |
| 期中考(第9週)考試方式 |
|
| 期末考(第18週)考試方式 |
|
| 其他週考試考試週次與方式 |
|
|
| 教學方式與評量方式 |
| 課程學習目標 | 教學方式 | 評量方式 |
| 能體認正確嚴謹應用計量方法與模型的重要性 |
課堂講授
|
作業
（
平時
）
|
| 能瞭解計量經濟學的方法與基本理論 |
課堂講授
|
筆試
（
期中
）
|
| 能將市場的資料轉換成有用的資訊 |
課堂講授
|
口頭報告
（
平時
）
|
| 能有效解析與呈現分析實證結果，讓不懂計量專業術語的決策者亦可理解。 |
啟發思考
|
作業
（
平時
）
|
| 能針對財金或經濟問題有效辨認適當的計量方法與模型。 |
課堂講授
|
筆試
（
期末
）
|
| 能利用計量之套裝軟體分析財金或經濟資料，並正確解讀實證結果。 |
啟發思考
|
作業
（
期末
）
|
|
| 指定用書 |
| 書名 |
Essentials of econometrics
|
| 作者 |
Damodar N. Gujarati and Dawn C. Porter
|
| 書局 |
McFraw Hill Education(華泰文化代理)
|
| 年份 |
2010
|
| 國際標準書號(ISBN) |
978-007-1276078
|
| 版本 |
4
|
請同學尊重智慧財產權，使用正版教科書，不得非法影印，以免觸犯智慧財產權相關法令
。 |
| 參考書籍 |
1. Wooldridge J.M. (2013), Introductory Econometrics: A Modern Approach, 5th Edition, South Western (華泰文化代理)
2. Gujarati, D. N. and D. C. Porter (2009), Basic Econometrics, 5th Edition, McGraw-Hill. (新月圖書代理)
3.Verbeek, M. (2008), A Guide to Modern Econometrics, 3th Edition, John Weiley & Sons, Ltd. (雙葉書局代理)
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| 教學軟體 |
MS-power point , EViews, GRETL
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| 課程規範 |
Attendance: Attendance will be taken in the class.
Homework Assignments: Homework assignments are designed to improve your understanding of concepts and help prepare you for exams. You are encouraged to work together on homework problems, but you must write up the assignment individually.
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