Type of Credit: Elective
Credit(s)
Number of Students
This course is designed for Master's and Ph.D. students in economics who have completed Econometrics I and II. It is suitable for those working on their applied econometrics thesis. The course covers essential topics for practical economics research. We will study the maximum likelihood estimation methods and how to use them in various models, including discrete choice and limited dependent variable models, univariate stationary models, GARCH Models, and panel data models. The course also explores the analysis of time series data, encompassing unit root tests, economic forecast selection, and averaging.
能力項目說明
This course is designed for Master's and Ph.D. students in economics who have already completed Econometrics I and II. It is suitable for those working on their applied econometrics thesis. The course covers essential topics for practical economics research. We will study advanced methods such as Maximum Likelihood Estimation and how to use them in various models, including Discrete Choice Models, Limited Dependent Variable Models, Univariate Stationary Models, GARCH Models,
and Panel Data Models. We will also look into analyzing time series data, covering topics like Unit Root Tests and Vector Autoregression Models.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
本課程實施彈性教學時間，每週上課3小時，共12次課程（含彈性補充教學課程）。
Students will be required to complete a single research report.