一、課程基本資料 Course Information | ||||||||||||||||||||||||||||
科目名稱 Course Title: (中文)應用計量經濟學(二) (英文)APPLIED ECONOMETRICS II |
開課學期 Semester:110學年度第2學期 開課班級 Class:經碩一 |
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授課教師 Instructor:楊怡雯 YANG, YI-WEN | ||||||||||||||||||||||||||||
科目代碼 Course Code:MEC67601 | 單全學期 Semester/Year:單 | 分組組別 Section: | ||||||||||||||||||||||||||
人數限制 Class Size: | 必選修別 Required/Elective:必 | 學分數 Credit(s):3 | ||||||||||||||||||||||||||
星期節次 Day/Session: 二234 | 前次異動時間 Time Last Edited:111年01月04日21時18分 | |||||||||||||||||||||||||||
經濟學系(碩士班)基本能力指標 Basic Ability Index | ||||||||||||||||||||||||||||
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二、指定教科書及參考資料 Textbooks and Reference (請修課同學遵守智慧財產權,不得非法影印) |
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●指定教科書 Required Texts R. Carter Hill, William E. Griffiths, and Guay C. Lim (2018), Principles of Econometrics, 5th edition. ●參考書資料暨網路資源 Reference Books and Online Resources 1. Constantin Colonescu (2016) “Prindiples of Econometrics with R” (https://bookdown.org/ccolonescu/RPoE4/) 2. R軟體:應用統計方法 陳景祥著 (東華書局) | ||||||||||||||||||||||||||||
三、教學目標 Objectives | ||||||||||||||||||||||||||||
本課程係延續上學期應用計量經濟學(一)之課程。課程目標為培養學生基礎計量理論之概念以及使用R語言統計軟體撰寫程式之能力。主要內容包括時間序列分析、追蹤資料分析、以及受限應變數模型等。希望在完成此課程後,學生具備使用R語言統計軟體進行經濟實證分析之能力。 | ||||||||||||||||||||||||||||
This course is designed as a continuation of the Applied Econometrics I in previous semester. In this course we aim to study basic econometric methods with R. The main topics include time series analysis, panel data model, limited dependent variable models, etc. It is expected that upon completion of this course, students will be able to conduct empirical analysis with R. | ||||||||||||||||||||||||||||
四、課程內容 Course Description | ||||||||||||||||||||||||||||
●整體敘述 Overall Description 本課程主要涵蓋時間序列分析、追蹤資料分析、以及受限應變數模型等。 Chapter 9: Regression with Time-Series Data: Stationary Variables Chapter 10: Endogenous Regressors and Moment-Based Estimation Chapter 11: Simultaneous Equations Models Chapter 12: Regression with Time-Series Data: Nonstationary Variables Chapter 13: Vector Error Correction and Vector Autoregressive Models Chapter 14: Time-Varying Volatility and ARCH Models Chapter 15: Panel Data Models Chapter 16: Qualitative and Limited Dependent Variable Models |
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●分週敘述 Weekly Schedule |
五、考評及成績核算方式 Grading | ||||||||||||||||||||||||
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六、授課教師課業輔導時間和聯絡方式 Office Hours And Contact Info | ||||||||||||||||||||||||
●課業輔導時間 Office Hour Thursday 10:00 am~12:00 pm |
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●聯絡方式 Contact Info
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七、教學助理聯絡方式 TA’s Contact Info | |||||
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八、建議先修課程 Suggested Prerequisite Course | |||||
九、課程其他要求 Other Requirements | |||||
十、學校教材上網、數位學習平台及教師個人網址 University’s Web Portal And Teacher's Website | |||||
學校教材上網網址 University’s Teaching Material Portal: 東吳大學Moodle數位平台:http://isee.scu.edu.tw |
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學校數位學習平台 University’s Digital Learning Platform: ☐東吳大學Moodle數位平台:http://isee.scu.edu.tw ☐東吳大學Tronclass行動數位平台:https://tronclass.scu.edu.tw | |||||
教師個人網址 Teacher's Website: | |||||
其他 Others: | |||||
十一、計畫表公布後異動說明 Changes Made After Posting Syllabus | |||||