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Econometric Theory I |
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  期末考:
題目，解答。
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學期成績在此，若有成績相關問題者, 請於
1/22 (二) 下午五點前提出，之後成績將送教務處。祝大家寒假愉快。 |
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Syllabus |
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Time |
Wednesday
10:20-12:10. |
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Office Hours |
Wednesday
3-4pm. |
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Textbook |
(SW)
Stock and Watson (2006),
Introduction to Econometrics, Addision Wesley,
2nd edition.
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References |
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Exams: |
Midterm
11/14, Final 1/16. |
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Grade |
problem sets 20%, midterm
35%, final 45%. |
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Topics |
Bivariate
Regression (SW 4, SW5, SW 17) |
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Multiple
Regression (SW 6, SW7, SW 18) |
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Nonlinear
Regression Models (SW 8) |
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Assessing
Regression Studies (SW 9) |
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Panel Data
(SW 10, W 14) |
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Instrumental
Variables Regression (SW 12, W 15, W 16) |
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Experiments
and Quasi-Experiments (SW 13, W13) |
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Limited
Dependent Variable Models (SW 11, W17) |
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Problem Sets |
張天惠助教的實習課網頁 |
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Problem Set 1,
9/26, due 10/3 |
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Problem Set 2, 10/17, due 10/24 |
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Problem Set
3, 10/31, due 11/7 |
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Problem
Set 4, 12/5, due 12/12 |
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Problem Set 5, 12/19, due 12/26,
data for question 5. |
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Problem Set 6, 1/2, due 1/9 |
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上課投影片 |
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Bivariate
Regression I
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Bivariate Regression
II |
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Multiple Regression I,
80-800的戰爭 |
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Multiple Regression II,
廢票哪裡來(論文)，投影片 |
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Nonlinear Regression Models |
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Assessing
Regression Studies |
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Panel
Data (11.1. revised, add appendix 10.2,
p. 43-54. ) |
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Instrumental
Variables Regression |
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Experiments and
Quasi-Experiments,
an example of program evaluation |
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Binary Dependent Variable |
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Limited Dependent Variable Models |
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Old
Exams |
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Midterm:
Fall 2005,
Spring 2005,
Fall 2006,
Answer
Key for Fall 2006 |
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Final:
Fall 2005,
Answer Key;
Spring 2005,
Fall 2006,
Answer key for
Fall 2006 |
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Exams |
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Software |
STATA Tutorial |
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Basics for STATA 8,
file used in
the note |
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