基本素養 Basic Literacy

人文素養
Spirit of Humanism
公民素養
Civil literacy
社會關懷
Social concern
經世濟民
Benefit people and the society
國際視野
International Perspective

核心能力 Competence

具備系定專業知識
Professional knowledge in economics
具備跨領域應用能力
Cultivate students to have ability of interdisciplinary application
具有批判及推理之能力
Abilities of Critique and Reasoning
具有建構經濟模型及分析之能力
Abilities to Construct Economic Models and Analysis
具有研讀及撰寫專業論文之能力
Abilities to Read and Write Professional Thesis
具備團體合作協調能力
Abilities of Cooperationa and Coordination
具備創新思維及分析經濟相關議題之能力
Innovative and the Ability to Analyze Economy-Related Issues

課程概述 Course Description

計量經濟學(二)乃是研一同學第兩學期之核心計量必修課程,其模型包括工具變數迴歸(instrumental variables regression)、受限應變數模型(limited dependent variables models, Probit and logit Model, Order Probit Model, Tobit model)、大樣本理論及seemingly unrelated regression, simultaneous equations models及panel data model應用。 除了計量理論推導之外,同學將學習如何使用STATA統計軟體並撰寫程式以估計計量模型。
Econometrics II is the required core course of Econometrics in the second semester for Graduate students. Econometrics courses covers the extensions of instrumental variables regression, limited dependent variables models, Probit and logit Model, Order Probit Model, Tobit model, large sample theory, seemingly unrelated regression, simultaneous equations models and how to estimate panel data model. Besides knowing how to develop the econometric theories, students are expected to have an understanding and ability to apply econometric and statistical methods by using STATA packages.

課程學習目標 Course Objectives

  • Provide an introduction to some well-known econometric tools commonly used.
  • Prepare a foundation for the advance research in the economics applications.
  • Learn how to conduct empirical works by using STATA.
  • 課程進度 Course Outline

    週次 Week進度說明 Progress Description
    1The Linear Regression Model (1)
    2The Linear Regression Model (2)
    3Statistical Properties of the Least Squares Estimator
    4Inference (1)
    5Inference (2)
    6IV and Linear GMM (1)
    7IV and Linear GMM (2)
    8Model Specifications
    9Midterm Examination
    10Basic Concepts of Time Series -- AR, MA ARMA
    11Unit Root Process
    12Statistic Panel Regression
    13Dynamic Panel Regression
    14M-estimators
    15Discrete Dependent Variables
    16Truncated and Censored Regressions
    17Seemingly unrelated regression
    18Final Examination
     以上每週進度教師可依上課情況做適度調整。The schedule may be subject to change.

    有關課程其他調查 Other Surveys of Courses

    1.本課程是否規劃業界教師參與教學或演講? 否
    Is there any industry specialist invited in this course? How many times? No
    2.本課程是否規劃內含校外實習 (並非參訪)? 否
    Is there any in (out of) school practicum involved in this course? How many hours? No