Type of Credit: Elective
Credit(s)
Number of Students
Time: Monday, 1:10 PM to 4:00 PM
Venue: 商館(Commerce building) 260101
Course Coordinator: Asst. Prof. Baek-Chun Kim
Office Hours: by appointment
Office: Commerce building 12th 261229
Email: baekchun@nccu.edu.tw
Prerequisites: Preliminary statistics, or Linear algebra
能力項目說明
This is an introductory econometrics course. The objective of this course is to provide students with a broad understanding of econometrics. This course begins with describing the nature and scope of econometrics. Then we will proceed to discuss the basic regression analysis. We will study the cross-sectional regressions in details, including regression coefficient estimation, hypothesis testing, functional forms, model selection, multicollinearity, heteroscedasticity, autocorrelation, and so on.
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 |
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Students write a report including the economic hypothesis, construct the econometric models, estimate the models, and analyze the results. The report should be printed out in hard copy, and submitted before the deadline. Reports that are not completed or handed in on time receive zero point.
Requirement textbook is Introductory Econometrics: A Modern Approach by Jeffery M. Wooldridge, 7th Edition. You may use the earlier or latest editions. Textbooks do not change dramatically over time.