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。 ★★★★★★【本課程所對應其基本素養之詳述】 研究所『計量經濟學 II』課程旨在培養學生具有使用計量方法的能力以進行經濟與相關社會科學的實證分析。相關課程內容除延續『計量經濟學 I』內容,也包含工具變數迴歸、受限應變數模型、時間序列預測、面板數據分析等方法的介紹, 並引導學生使用相關統計軟體。期許學生能透過課程的修習, 能適切地使用計量分析方法來談討並理解真實經濟現象的運作,也能夠進一步助益於相關社經議題上之研究分析,以達到『經世濟民』之素養。
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 Progress Description

    進度說明 Progress Description
    1The Linear Regression Model (1) 02/25
    2The Linear Regression Model (2) 03/04 (*上機)
    3Statistical Properties of the Least Squares Estimator 03/11
    4Inference 03/18
    5IV and Linear GMM (1) 03/25
    6Spring Break 04/01
    7Midterm Examination I 04/08
    8IV and Linear GMM (2) 04/15 (*上機)
    9Model Specifications 04/25
    10Basic Concepts of Time Series -- AR, MA ARMA 04/29
    11Unit Root Process 05/06
    12Cointegration and VECM model 05/13 (*上機)
    13Midterm Examination II 05/20
    14Statistic Panel Regression 05/27 (*上機)
    15Dynamic Panel Regression 06/03
    16Discrete Dependent Variables 06/10
    17Truncated and Censored Regressions + Sample Selection Model 06/17
    18Final Examination 06/24
     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.

    課程是否與永續發展目標相關調查
    Survey of the conntent relevant to SDGs

    本課程與SDGs相關項目如下:
    This course is relevant to these items of SDGs as following:
    • 健康與福祉 (Good health and Well Being)
    • 就業與經濟成長 (Decent work and Economic growth)

    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?
    Is there any industry specialist invited in this course? How many times?
    2.本課程是否規劃含校外實習(並非參訪)?
    Are there any internships involved in the course? How many hours?
    3.本課程是否可歸認為學術倫理課程? 否
    Is this course recognized as an academic ethics course? In the course how many hours are regarding academic ethics topics? No
    4.本課程是否屬進入社區實踐課程?
    Is this course recognized as a Community engagement and Service learning course? Which community will be engaged?