計量經濟學一
學期成績 時間 地點 教科書 計分 進度 作業 Stata
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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 12 | ||
| 教科書 |
Gujarati (2002), Basic Econometrics, 4th. 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 | 9/20 | |
| Ch. 2 Two-Variable Regression Analysis: Some Basic Ideas | 9/27 | ||
| Ch. 3 Two-Variable Regression Analysis: The Problem of Estimation | 10/4 | ||
| Ch. 4 The Normality Assumption: Classical Normal Linear Regression Model | 10/11 | ||
| Ch. 5 Two Variable Regression: Interval Estimation and Hypothesis Testing | 10/18 | ||
| 期中考一 | 10/25 | ||
| Ch. 6 Extension of the Two-Variable Linear Regression Model | 11/1 | ||
| Appendix B Matrix Algebra | 11/8 | ||
| 校慶 | 11/15 | ||
| Appendix C. The Matrix Approach to Linear Regression Model | 11/22 | ||
| Ch. 7, 8 Multiple Regression Analysis: The Problem of Estimation and Inference | 11/29 | ||
| Ch. 9 Dummy Variable Regression Model | 12/6 | ||
| 期中考二 | 12/13 | ||
| Ch. 10 Multicollinearity | 12/20 | ||
| Ch. 11 Heteroscedasticity | 12/27 | ||
| Ch. 12 Autocorrelation | 1/3 | ||
| Ch. 16 Panel Data Regression Models | 1/10 | ||
| 期末考 | 1/17 | ||
| 作業 |
請同學自行分組, 每組最多三位同學交一份作業。 | ||
| 作業的格式是 pdf 檔, 請先安裝 Acrobat Reader. | |||
| Problem Set 1 (9/27, due 10/4) | |||
| Answers to Problem Set 1 (10/4) | |||
| Problem Set 2 (10/11, due 10/18) | |||
| Answers to Problem Set 2 (10/18) | |||
| Midterm 1 from last year | |||
| Answers to Midterm 1 last year | |||
| Midterm 1 (10/25) | |||
| Answers to Midterm 1 (11/1) | |||
| Problem Set 3 (11/8, due 11/22) | |||
| Data for question 4 | |||
| Answers to Problem Set 3 (11/22) | |||
| Log file for question 4 | |||
| Problem Set 4 (11/29, due 12/6) | |||
| Stata data file for question 6 | |||
| Answers to Problem Set 4 (12/6) | |||
| Log file for question 6 | |||
| Midterm 2 from last year | |||
| Answers to Midterm 2 last year | |||
| Midterm 2 (12/13) | |||
| Answers to Midterm 2 (12/20) | |||
| Problem Set 5 (12/20, due 12/27) | |||
| Answers to Problem Set 5 (12/27) | |||
| Problem Set 6 (1/3, due 1/10) | |||
| Data for question 1 | |||
| Data for question 2 | |||
| Answers for Problem Set 6 (1/10) | |||
| Log file for Question 1 | |||
| Log file for Question 2 | |||
| Final Exam from last year | |||
| Answers to Final Exam last year | |||
| Final Exam | |||
| Answers to Final Exam | |||
| Stata |
Learning Stata, site at UCLA | ||
| Stata Class Notes | |||
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