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

This is an advanced course intended to serve as a first econometrics course for economics graduate students. Econometrics (I) is half of a two semester sequence which concludes in the second semester with Econometrics (II). Econometrics (I) covers regression analysis. Econometrics (I) does not attempt to survey econometrics and students who take Econometrics (I) should under normal circumstances take Econometrics (II) as well. The course is largely theoretical, but yet students will learn how to make use of these tools to conduct basic empirical study. Thus, the class will be proceeded in two ways: lectures and computer hands-on (take place at Computer and Network center). We will use EViews with data examples for data analysis and modeling.

課程學習目標 Course Objectives

• 了解經濟計量基本工具(線性迴歸)的概念與特性
• 學會工具變數與一般化動差法
• 學會利用軟體STATA進行迴歸分析
• 課程進度 Progress Description

進度說明 Progress Description
1The Simple Regression Model (review) [9/8]
2Matrix Algebra & Method of Moments [9/15]
3The Geometry of Linear Regression* [9/22]
4The Statistical Properties of Ordinary Least Squares (1) [9/29]
5The Statistical Properties of Ordinary Least Squares (2)* [10/6]
6The Statistical Properties of Ordinary Least Squares (3) [10/13]
7Midterm Examination I [10/20]
8Useful Specifications in Linear Regression [10/27]
9Hypothesis Testing in Linear Regression Models (1) [11/3]
10Hypothesis Testing in Linear Regression Models (2)* [11/10]
11Hypothesis Testing in Linear Regression Models (3) [11/17]
12Midterm Examination II [11/24]
13Generalized Least Squares & Endogeneity Problem [12/1]
14Instrumental Variables Estimation (1) [12/8]
15Instrumental Variables Estimation (2) [12/15]
16The Generalized Method of Moments (1)* [12/22]
17The Generalized Method of Moments (2) [12/29]
18Final Examination [2023, 1/5]
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:
• 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