教學大綱 Syllabus

科目名稱:應用計量經濟學

Course Name: Applied Econometrics

修別:群

Type of Credit: Partially Required

3.0

學分數

Credit(s)

20

預收人數

Number of Students

課程資料Course Details

課程簡介Course Description

This course is designed for students who want to apply the knowledge of modern econometrics to practical research questions. We will learn key statistical concepts and research methods that are essential for conducting valid quantitative analysis in the social sciences. In addition to studying the fundamental principles of statistical inference, students will also gain hands-on experience in modern statistical packages and programming tools that are necessary for researchers to comprehend and implement these research designs.

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

    The objective of the course is to assist students in developing a functional understanding of key econometrics topics and gaining confidence in applying this knowledge to their own research. We will utilize both mathematical methods and empirical datasets to illustrate the empirical strategies employed by researchers. Students will have the opportunity to gain experience in employing these strategies through in-class exercises and take-home assignments.

    The course will cover various topics, including but not limited to:

    • Statistics and statistical inference
    • Population and sample comparisons
    • Basics of causal modeling and regression analysis
    • Time-series analysis

    If time allows, we will also delve into recent advancements in big data analysis and its application in economics. This will include an overview of high-dimensional data analysis and classification methods.

    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

    Week

    Date

    Topic

    Readings

    1

    9/11/2024

    Introduction

    Anderson et al. (2020) Ch. 1-3

    2

    9/18/2024

    Probability

    Anderson et al. (2020) Ch. 4

    3

    9/25/2024

    Probability Distribution I

    Anderson et al. (2020) Ch. 5

    4

    10/2/2024

    Probability Distribution II

    Anderson et al. (2020) Ch. 6

    5

    10/9/2024

    Hypothesis Tests

    Anderson et al. (2020) Ch. 7

    6

    10/16/2024

    Inference about Means and Proportions

    Anderson et al. (2020) Ch. 8

    7

    10/23/2024

    Population comparison

    Anderson et al. (2020) Ch. 9

    8

    10/30/2024

    Midterm

     

    9

    11/6/2024

    ANOVA

    Anderson et al. (2020) Ch. 12-13

    10

    11/13/2024

    Simple Linear Regression

    Anderson et al. (2020) Ch. 14

    11

    11/20/2024

    Simple Linear Regression

    Anderson et al. (2020) Ch. 14

    12

    11/27/2024

    Multiple Regression 1

    Anderson et al. (2020) Ch. 15

    13

    12/4/2024

    Multiple Regression 2

    Anderson et al. (2020) Ch. 16

    14

    12/11/2024

    Model Building

    Anderson et al. (2020) Ch. 16

    15

    12/18/2024

    Time Series Analysis

    Anderson et al. (2020) Ch. 17

    16

    12/25/2024

    Final Exam

     

    17

    1/1/2025

    Flexible Learning Week

    TBD

    18

    1/8/2025

    Flexible Learning Week

    TBD

     

    The teaching schedule may be subject to change. The dates for midterm and final exams are not fixed and could be moved earlier or later depending on the teaching progress. If there are any changes to the dates of the midterm or final exams, they will be announced in class and on the class website. Additional information regarding week 17 and 18 will be provided during class discussions.

    授課方式Teaching Approach

    60%

    講述 Lecture

    20%

    討論 Discussion

    20%

    小組活動 Group activity

    0%

    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

    • Assignments and Class Participation: 30%
    • Midterm and Final Exam: 70%

    AI assistance is permitted for completing assignments, but students must fully understand the content of their answers and are responsible for their accuracy.

    指定/參考書目Textbook & References

    Main Text

    • David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann. (2020) Statistics for Business & Economics, 14th Edition. ISBN: 9780357114483
    • David Dalpiaz (2022) Applied Statistics with R.

    Additional Resources

    • Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. ISBN: 9780300251685.
    • Angrist, J. D., and J. S. Pischke. (2009) Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press. ISBN: 9780691120355.
    • R for Data Science: Import, Tidy, Transform, Visualize, and Model Data (2017) Garrett Grolemund & Hadley Wickham. Hardcover: O’Reilly, ISBN 1491910399. 

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    課程相關連結Course Related Links

    
                

    課程附件Course Attachments

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