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國立中山大學 099學年度第1學期 課程教學大綱
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中文名稱
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計量經濟學（一） |
課號
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M6041004 |
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英文名稱
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ECONOMETRICS (I) |
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課程類別
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講授類 |
必選修
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必修 |
系所
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經濟學研究所碩士班 |
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授課教師
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李慶男 |
學分
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3 |
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課程網頁
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尚未建置 |
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課程大綱
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This is a course of basic econometrics. Econometrics is concerned with the systematic study of economic phenomena using observed data. We will mainly concern on the treatment of parametric modeling. (Therefore, there is a field called Nonparametric Econometrics—see Pagan and Ullah, 1999, Nonparametric Econometrics)
To study the econometrics parametrically, we will first discuss regression analysis. The regression analysis put some variables (especially economic variables) to be some function (linear or nonlinear) of other economic variables and verse vise. These constitute the study of multiple regression and simultaneous equations model.
On the other hand, time series analysis of econometrics, we regard the economics variable is coming from some stochastic mechanism of her own past and new innovation (unit variable time series analysis) and even stochastic function of other variables past value and innovation (vector time series analysis). These two views of econometrics is now somewhat merging. (See Granger, 2001, Macro Econometrics –Past and Future, Journal of Econometrics, 100).
Extension of Basic Model
Structure Change |
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課程目標
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Our object in this course is to study the regression analysis of econometrics. With this statistical background, I hope you will have the basic skill to read modern therical Journal article. |
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授課方式
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評分方式﹝評分標準及比例﹞
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1.Mid-term examination：40%
2.Quizzes：10%
3.Final Examination：50% |
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參考書/教科書/閱讀文獻〔請遵守智慧財產權觀念，不可非法影印〕
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Textbooks: 1. Greene, W. H. (2000), Econometric Analysis, 4th Edition, Prentice Hall. (Required) |
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每週課程內容及預計進度
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| 週次 |
日期 |
授課內容及主題 |
| 1 |
2010/09/13~2010/09/19 |
Matrix Alrebra |
| 2 |
2010/09/20~2010/09/26 |
Matrix Alrebra |
| 3 |
2010/09/27~2010/10/03 |
Matrix Alrebra |
| 4 |
2010/10/04~2010/10/10 |
Probability Theory |
| 5 |
2010/10/11~2010/10/17 |
Probability Theory |
| 6 |
2010/10/18~2010/10/24 |
Statistical inference |
| 7 |
2010/10/25~2010/10/31 |
Statistical inference |
| 8 |
2010/11/01~2010/11/07 |
Ordinary Least squared estimation under ideal condition. |
| 9 |
2010/11/08~2010/11/14 |
Ordinary Least squared estimation under ideal condition. |
| 10 |
2010/11/15~2010/11/21 |
Ordinary Least squared estimation under ideal condition. |
| 11 |
2010/11/22~2010/11/28 |
Linear Regression that violates ideal condition: (Greene, Ch.8, 1, 12, 13) (*) (i). Stochastic Regressor |
| 12 |
2010/11/29~2010/12/05 |
Linear Regression that violates ideal condition: (Greene, Ch.8, 11, 12, 13) (*) (i). Stochastic Regressor |
| 13 |
2010/12/06~2010/12/12 |
Linear Regression that violates ideal condition: (Greene, Ch.8, 11, 12, 13) (*) (i). Stochastic Regressor |
| 14 |
2010/12/13~2010/12/19 |
Linear Regression that violates ideal condition: (Greene, Ch.8, 11, 12, 13) (*) (i). Stochastic Regressor |
| 15 |
2010/12/20~2010/12/26 |
Panel Data Models (Greene, Ch14) |
| 16 |
2010/12/27~2011/01/02 |
Panel Data Models (Greene, Ch14) |
| 17 |
2011/01/03~2011/01/09 |
Seeming Uncorrelated Regression Model (SURE): (Greene, Ch.15) |
| 18 |
2011/01/10~2011/01/16 |
Seeming Uncorrelated Regression Model (SURE): (Greene, Ch.15) |
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課業討論時間
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時段1:
時間：星期一14:10~16:00
地點：社4037
時段2：
時間：星期四14:10~16:00
地點：社4037 |
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