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

此課程針對研一同學所開設之系列課程,本系列為一學年兩學期之計量理論及方法,著重於統計方法及計量模型的證明,但學生將學習如何使用計量分析工具進行基本的實證研究,講題主要以簡單迴歸及複迴歸模型為主。除了理論推導之外,同學將學習如何使用統計軟體EViews做計量模型估計。 ★★★★★★【本課程所對應其基本素養之詳述】 研究所『計量經濟學』課程首重迴歸模型的推導及驗證,經由迴歸分析的理論性質,學生可以深入瞭解迴歸模型的應用及限制,以及統計理論的推導,一方面可加強計量經濟學的統計性質,另一方面理論推導讓學生具備選擇配適性的迴歸模型設定,培養學生針對經濟社會的生產分配議題,可以更精確進行統計推論及檢定,以及提出正確計量分析結論,以利未來應用在學術研究及報告。
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

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    111學年度第一學期Syllabus_Econometrics.pdf