|
國立中山大學 099學年度第2學期 課程教學大綱
|
|
中文名稱
|
計量經濟學（二） |
課號
|
M6041004 |
|
英文名稱
|
ECONOMETRICS (II) |
|
課程類別
|
講授類 |
必選修
|
必修 |
系所
|
經濟學研究所碩士班 |
|
授課教師
|
耿紹勛 |
學分
|
3 |
|
課程網頁
|
尚未建置 |
|
課程大綱
|
| |
1. Instrumental variable approach
2. Maximum likelihood estimation
3. Discrete choice models
4. Limited dependent variable models
5. Sample selection
6. Censored regression model
7. Count data
8. Systems of regression equations
9. Instrumental variables estimation: system equations
10. Simultaneous equation models |
|
|
課程目標
|
| |
This is the second sequence of microeconometrics. It puts a strong emphasis on the maneuver of statistical analysis and the interpretation of the estimated parameters. The lecture is designed to be topic-oriented according to the properties of the data. Models covered include instrumental variables, simultaneous equations and system of equations, limited dependent variables, censored and truncated variables, sample selection, duration model,duration models, and panel data. Inevitably, this course provides plenty hands-on experience for students in using econometric software such as STATA, LIMDEP. |
|
|
授課方式
|
| |
Lecture, homework, and exams. |
|
|
評分方式﹝評分標準及比例﹞
|
| |
1.Midtem：35%
2.Final：40%
3.Homework：25% |
|
|
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〕
|
| |
| 序號 |
作者 |
書名 |
出版社 |
出版年 |
出版地 |
ISBN# |
| 1 |
William Greene |
Econometric Analysis |
Prentice Hall |
2003 |
|
|
|
|
|
每週課程內容及預計進度
|
| |
| 週次 |
日期 |
授課內容及主題 |
| 1 |
2011/02/21~2011/02/27 |
IV |
| 2 |
2011/02/28~2011/03/06 |
IV |
| 3 |
2011/03/07~2011/03/13 |
MLE |
| 4 |
2011/03/14~2011/03/20 |
Probit, Logit |
| 5 |
2011/03/21~2011/03/27 |
Multinomial Logit |
| 6 |
2011/03/28~2011/04/03 |
Ordinal probit |
| 7 |
2011/04/04~2011/04/10 |
Sample selection |
| 8 |
2011/04/11~2011/04/17 |
Smaple selection |
| 9 |
2011/04/18~2011/04/24 |
Midterm |
| 10 |
2011/04/25~2011/05/01 |
Tobit model |
| 11 |
2011/05/02~2011/05/08 |
Truncated model |
| 12 |
2011/05/09~2011/05/15 |
Count data model |
| 13 |
2011/05/16~2011/05/22 |
Duration model |
| 14 |
2011/05/23~2011/05/29 |
Duration model |
| 15 |
2011/05/30~2011/06/05 |
Fixed effect model |
| 16 |
2011/06/06~2011/06/12 |
Fixed effect moedel |
| 17 |
2011/06/13~2011/06/19 |
Random effect model |
| 18 |
2011/06/20~2011/06/29 |
Final |
|
|
|
課業討論時間
|
| |
時段1:
時間：依規定免登
地點：依規定免登
時段2：
時間：依規定免登
地點：依規定免登 |
|
