教學大綱 Syllabus

科目名稱:經濟計量學

Course Name: Econometrics

修別:必

Type of Credit: Required

3.0

學分數

Credit(s)

60

預收人數

Number of Students

課程資料Course Details

課程簡介Course Description

This first-year economics course aims to teach econometric principles and methods. It begins with matrix algebra as a fundamental tool for handling economic data, followed by least squares and normal regression to establish the basis for regression analysis. 
The course then explores heteroskedasticity, time series, and panel data. Additionally, this course aims to cover maximum likelihood estimation and quantile regression, depending on time availability. The course emphasizes real-world applications to prepare students for empirical research.

核心能力分析圖 Core Competence Analysis Chart

能力項目說明


    課程目標與學習成效Course Objectives & Learning Outcomes

    CourseOutlines:

    1. Matrix Algebra
    2. Least Squares Regression
    3. Normal Regression
    4. Heteroskedasticity
    5. Time Series and Vector Autoregression
    6. Panel Data Models
    7. Maximum Likelihood Estimation
    8. Quantile Regression

    每周課程進度與作業要求 Course Schedule & Requirements

    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

    1. Matrix Algebra
    2. Least Squares Regression
    3. Normal Regression
    4. Heteroskedasticity
    5. Time Series and Vector Autoregression
    6. Panel Data Models
    7. Maximum Likelihood Estimation
    8. Quantile Regression

    授課方式Teaching Approach

    75%

    講述 Lecture

    20%

    討論 Discussion

    %

    小組活動 Group activity

    5%

    數位學習 E-learning

    0%

    其他: Others:

    評量工具與策略、評分標準成效Evaluation Criteria

    Throughout the semester, students will be tasked with a series of homework assignments, undergo three examinations, and complete one culminating term project.

    The grading structure for the course is as follows:
    1. Three exams: 75%
    2. Homework assignments: 10%
    3. Term project: 15%

    * 本課程可否使用生成式 AI 工具:否。

    指定/參考書目Textbook & References

    1. Davidson, R. and J. Mackinnon (2004). "Econometric Theory and Methods," Oxford University Press, New York, NY.
    2. Greene, W. H. (2020). "Econometric Analysis," 8th ed., Prentice Hall, Upper Saddle River, NJ.
    3. Hansen, B.E. (2022). "Econometrics," Princeton University Press.
    4. Wooldridge, J. M. (2013). "Introductory Econometrics: A Modern Approach," 5th ed., South-Western Cengage Learning, Boston, MA.

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    課程相關連結Course Related Links

    
                

    課程附件Course Attachments

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