非定態資料的計量分析 - 國立中山大學經濟學研究所

國立中山大學 099學年度第1學期課程教學大綱

中文名稱

非定態資料的計量分析

課號

M6042002

英文名稱

THE ECONOMETRIC ANALYSIS OF NON-STATIONARY DATA

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

課程網頁

尚未建置

課程大綱

Unit root and Cointegration
Extension of Basic Model
Structure Change

課程目標

This is a course of advanced time series analysis. It is intended to cover the topics about how to deal with the nonstationary time series data.

授課方式

This course will be carried out through class lecture and discussions. The instructions will be supplemented with the use of over-head projector

評分方式﹝評分標準及比例﹞

1.Mid-term examination：40%
2.Quizzes：10%
3.Final examination：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〕

Unit roots, Cointegration, and Structure Change by Maddala and Kim. Cambridge University Press.(1999).

每週課程內容及預計進度

週次	日期	授課內容及主題
1	2010/09/13~2010/09/19	Part one of the text book, Introduction and basic concepts.
2	2010/09/20~2010/09/26	Part one of the text book, Introduction and basic concepts.
3	2010/09/27~2010/10/03	Part one of the text book, Introduction and basic concepts.
4	2010/10/04~2010/10/10	Part one of the text book, Introduction and basic concepts.
5	2010/10/11~2010/10/17	Part two of the text book, Unit and cointegration
6	2010/10/18~2010/10/24	Part two of the text book, Unit and cointegration
7	2010/10/25~2010/10/31	Part two of the text book, Unit and cointegration
8	2010/11/01~2010/11/07	Part two of the text book, Unit and cointegration
9	2010/11/08~2010/11/14	Part three of the text book, Extension of the basic model
10	2010/11/15~2010/11/21	Part three of the text book, Extension of the basic model
11	2010/11/22~2010/11/28	Part three of the text book, Extension of the basic model
12	2010/11/29~2010/12/05	Part three of the text book, Extension of the basic model
13	2010/12/06~2010/12/12	Part four of the text book, Structure change
14	2010/12/13~2010/12/19	Part four of the text book, Structure change
15	2010/12/20~2010/12/26	Part four of the text book, Structure change
16	2010/12/27~2011/01/02	Part four of the text book, Structure change
17	2011/01/03~2011/01/09	Part four of the text book, Structure change
18	2011/01/10~2011/01/16	Part four of the text book, Structure change

課業討論時間

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