## 基本素養 Basic Literacy

Spirit of Humanism

Civil literacy

Social concern

Benefit people and the society

International Perspective

## 核心能力 Competence

Professional knowledge in economics

Cultivate students to have ability of interdisciplinary application

Abilities of Critique and Reasoning

Abilities to Construct Economic Models and Analysis

Abilities to Read and Write Professional Thesis

Abilities of Cooperationa and Coordination

Innovative and the Ability to Analyze Economy-Related Issues

## 課程概述 Course Description

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 advanced 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) 02/17
2The Linear Regression Model (2) 02/24 (*上機)
3Statistical Properties of the Least Squares Estimator 03/03
4Inference 03/10
5IV and Linear GMM (1) 03/17
6IV and Linear GMM (2) 03/24 (*上機)
7Spring Break 03/31
8Model Specifications 04/07
9Midterm Examination 04/14
10Basic Concepts of Time Series -- AR, MA ARMA 04/21
11Unit Root Process 04/28
12Cointegration and VECM model 05/05 (*上機)
13Statistic Panel Regression 05/12
14Dynamic Panel Regression 05/19 (*上機)
15Discrete Dependent Variables 05/26
16Truncated and Censored Regressions 06/02
17Sample Selection Model 06/09
18Final Examination 06/16
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? 否
Is there any industry specialist invited in this course? How many times? No
2.本課程是否規劃含校外實習(並非參訪)? 否
Are there any internships involved in the course? How many hours? No
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? 否
Is this course recognized as a Community engagement and Service learning course? Which community will be engaged? No