計量經濟學一
學期成績 時間 地點 Textbook 計分 進度 作業 Stata 討論看板
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計量經濟學一 | ||||
| 學期成績 |
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| 時間 |
週五 3, 4 節 | |||
| 地點 |
社法 8 | |||
| Textbook |
Gujarati (1995), Basic Econometrics, 3rd. ed.. | |||
| 計分 |
作業 10%, 期中考一 25%, 期中考二 25%, 期末考 40% | |||
| 進度 |
Ch. 1 The Nature of Regression Analysis | 9/21 | ||
| Ch. 2 Two-Variable Regression Analysis: Some Basic Ideas | 9/28 | |||
| Ch. 3 Two-Variable Regression Analysis: The Problem of Estimation | 10/5 | |||
| Ch. 4 The Normality Assumption: Classical Normal Linear Regression Model | 10/12 | |||
| Ch. 5 Two Variable Regression: Interval Estimation and Hypothesis Testing | 10/19 | |||
| 期中考一 | 10/26 | |||
| Ch. 6 Extension of the Two-Variable Linear Regression Model | 11/2 | |||
| Ch. 9 The Matrix Approach to Linear Regression Model | 11/9, 11/16 | |||
| Ch. 7 Multiple Regression Analysis: The Problem of Estimation | 11/23 | |||
| Ch. 8 Multiple Regression Analysis: The Problem of Inference | 11/30 | |||
| 期中考二 | 12/7 | |||
| Ch. 10 Multicollinearity and Micronumerosity | 12/14 | |||
| Ch. 15 Regression on Dummy Variables | 12/21, 12/28 | |||
| Ch. 11 Heteroscedasticity | 1/4, 1/11 | |||
| 作業 |
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| 作業的格式是 pdf 檔, 請先安裝 Acrobat Reader. | ||||
| Problem Set 1 (10/5, due 10/12) | ||||
| Answers for Problem Set 1 (10/12) | ||||
| Problem Set 2 (10/19, due 10/26) | ||||
| Answers for Problem Set 2 (10/25) | ||||
| Midterm Exam. 1 (10/26) | ||||
| Answers for Midterm Exam. 1 (10/29) | ||||
| Problem Set 3 (11/9, due 11/16) | ||||
| Answers for Problem Set 3 (11/16) | ||||
| Problem Set 4 (11/23, due 11/30) | ||||
| Data for Question 5 (earn.zip) | ||||
| Answers for Problem Set 4 (11/30) | ||||
| Sample stata program for Question 5(ps4q5.do) | ||||
| Midterm Exam. 2 (12/7) | ||||
| Answers for Midterm Exam. 2 (12/14) | ||||
| Problem Set 5 (12/21, due 12/28) | ||||
| Answers for Problem Set 5 (12/28) | ||||
| Problem Set 6 (1/4, due 1/11) | ||||
| Data for Question 1 | ||||
| Data for Question 2 | ||||
| Answers for Problem Set 6 (1/16) | ||||
| Log file for Question 1 | ||||
| Log file for Question 2 | ||||
| Final Exam. (1/18) | ||||
| Answers for Final Exam. (1/18) | ||||
| Stata |
Learning Stata, site at UCLA | |||
| Stata Class Notes | ||||
| 討論看板
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