基本素養 Basic Literacy

文化傳承
Culture transition
歷史意識
Historical consciousness
藝術涵養
Artistic literacy
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

鞏固系定基礎知識
Consolidate fundamental knowledge in economics
獲得跨領域的多樣化知識
Acquire diversified knowledge from interdisciplinary fields
熟悉經濟分析工具
Be familiar with tools for economic analysis
擴展經濟應用
Expand economic applications
語文與溝通能力
Language proficiency and communication ability
創新與領導能力
Innovative and Leadership Abilities

課程概述 Course Description

本課程接續計量經濟學(一)之內容,學生在了解簡單線性迴歸模型的估計以及針對經濟理論的假設檢定之後,本課程主要著重的議題在於如何偵測迴歸模型是否符合基本假設,以及相關的補救措施。授課內容包括:(1) 虛擬變數;(2) 非線性模型;(3) 共線性;(4) 變異數不齊一性;(5) 自我相關;(6) 模型設定之選擇及檢測等。除了著重在計量方法之探討,本課程將會教導學生如何使用Excel的統計軟體作為進行實證研究之輔助工具。學生在修習本課程之後,應可對於實證研究及分析有進一步之瞭解。
This is the second sequence course of econometrics. We will cover topics regarding several practical aspects of the linear regression model, in particular, we will consider the cases when one or more of the classical regression assumptions are relaxed or not fulfilled. We will also introduce econometric models that aim at rectifying the problems stated previously. The purpose of this course is to help students deal with practical consequences when the classical regression assumptions violate, and how to correct problems if there is any. In addition, students will learn how to make use of these tools to perform empirical study. The class will be proceeded in two ways: lectures and computer hands-on (take place at Computer and Network center). We will use Microsoft Excel with data examples for data analysis and modeling.

課程學習目標 Course Objectives

  • 瞭解各種計量模型的基本精神。
  • 熟悉各種計量模型的操作方法與限制。介紹每個單元後我們將利用 STATA 進行實作。
  • 激發各種計量模型可能應用的想像。
  • 課程進度 Course Outline

    週次 Week進度說明 Progress Description
    1The Experimental Ideal
    2Making Regression Make Sense
    3Multiple Regression Model I (CH5)
    4Multiple Regression Model II (CH5)
    5Inference I (CH3)
    6Inference II (CH6)
    7Indicator Variables I (CH7)
    8Indicator Variables II (CH7)
    9No Class (11/11, NCKU's anniversary)
    10Midterm (11/18)
    11Instrumental Variable Method I (CH11)
    12Instrumental Variable Method II (CH11)
    13Heteroskedasticity (CH9)
    14Model with Binary Dependent Variable (CH16.1~2)
    15Ordered Choice Model and Multinomial Choice Model (CH16.3~4)
    16Regression with Stationary Time Series Data (CH12)
    17Panel Data Models (CH15)
    18Final Examination (01/13)
     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