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國立中山大學 099學年度第2學期 課程教學大綱

中文名稱

 極限分配理論

課號

 M6041008

英文名稱

 LIMIT THEOREMS

課程類別

 講授類

必選修

 選修

系所

 經濟學研究所碩士班

授課教師

 李慶男    

學分

 3

課程網頁

 尚未建置

課程大綱
　　　　　　　　 For parametric statistics, we usually use function of sample, h(x1,x2,…,xT) to construct estimator for unknown population parameters. However, it is obvious that determining the distribution of this estimator is by no means a trivial exercise. It turns out that more often then not we cannot determine the distribution exactly. Because of the importance of the problem, we are forced to develop approximations, the subject matter of this course.

課程目標
　　　　　　　　 In this course, we will use the estimator from linear regression as example to illustrate the idea of asymptotic statistics. We hope to cover the following topics:

授課方式
　　　　　　　　 An oral instruction will be employed within all class

評分方式﹝評分標準及比例﹞
　　　　　　　　
1.Home-Work：20%
2.Mid-Term：30%
3.Final Exam：50%

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 White, H. Asymptotic Theory for Econometricians(Text Books) Academic Press. 2001

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 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean
2 2011/02/28~2011/03/06 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean
3 2011/03/07~2011/03/13 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean
4 2011/03/14~2011/03/20 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean Week
5 2011/03/21~2011/03/27 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean Week
6 2011/03/28~2011/04/03 1. Consistency. a. Limits b. Almost Sure Converge c. Convergence in Probability d. Convergence in rth Mean Week
7 2011/04/04~2011/04/10 3. Asymptotic Normality a. Convergence in distribution
8 2011/04/11~2011/04/17 3. Asymptotic Normality a. Convergence in distribution
9 2011/04/18~2011/04/24
10 2011/04/25~2011/05/01 4. Central Limit Theory f. Independent Identically Distributed Observations g. Independent Heterogeneously Distributed Observations h. Dependent Identically Distributed Observations i. Dependent Heterogeneously Distributed Observations j. Martingale Difference Sequences
11 2011/05/02~2011/05/08 4. Central Limit Theory f. Independent Identically Distributed Observations g. Independent Heterogeneously Distributed Observations h. Dependent Identically Distributed Observations i. Dependent Heterogeneously Distributed Observations j. Martingale Difference Sequences
12 2011/05/09~2011/05/15 4. Central Limit Theory f. Independent Identically Distributed Observations g. Independent Heterogeneously Distributed Observations h. Dependent Identically Distributed Observations i. Dependent Heterogeneously Distributed Observations j. Martingale Difference Sequences
13 2011/05/16~2011/05/22 5. Functional Central Limits Theory a. Random Walks and Wiener Process b. Weak Convergence c. Functional Central limit Theorems d. Regression with a Unit Root e. Spurious Regression and Multivariate FCLTsnd Multivariate FCLTs f. Cointegration and Stochastic Integrals.
14 2011/05/23~2011/05/29 5. Functional Central Limits Theory a. Random Walks and Wiener Process b. Weak Convergence c. Functional Central limit Theorems d. Regression with a Unit Root e. Spurious Regression and Multivariate FCLTsnd Multivariate FCLTs f. Cointegration and Stochastic Integrals.
15 2011/05/30~2011/06/05 5. Functional Central Limits Theory a. Random Walks and Wiener Process b. Weak Convergence c. Functional Central limit Theorems d. Regression with a Unit Root e. Spurious Regression and Multivariate FCLTsnd Multivariate FCLTs f. Cointegration and Stochastic Integrals.
16 2011/06/06~2011/06/12 5. Functional Central Limits Theory a. Random Walks and Wiener Process b. Weak Convergence c. Functional Central limit Theorems d. Regression with a Unit Root e. Spurious Regression and Multivariate FCLTsnd Multivariate FCLTs f. Cointegration and Stochastic Integrals.
17 2011/06/13~2011/06/19 5. Functional Central Limits Theory a. Random Walks and Wiener Process b. Weak Convergence c. Functional Central limit Theorems d. Regression with a Unit Root e. Spurious Regression and Multivariate FCLTsnd Multivariate FCLTs f. Cointegration and Stochastic Integrals.
18 2011/06/20~2011/06/29 期末考

課業討論時間
　　　　　　　　 時段1:
時間：星期一15:10~17:00
地點：社4037
時段2：
時間：星期四15:10~17:00
地點：社4037