EMPIRICAL STUDY AND FORECASTING (I)

                           
http://ccms.ntu.edu.tw/~luohm/metrics2005f/greenbal.gif新訊息期末考: 題目，解答。   
http://ccms.ntu.edu.tw/~luohm/metrics2005f/greenbal.gif新訊息學期成績在此，若有成績相關問題者, 請於 1/23 (三) 下午五點前提出，之後成績將送教務處。祝大家寒假愉快。
　
  
Syllabus
Time Friday 18:30-21:20.
　 　
Textbook  (SW) Stock and Watson (2007), Introduction to Econometrics, Addision Wesley, 2nd edition.
 
 
Exams:  Midterm 11/16, Final 1/18.
Grade  problem sets 20%, midterm 35%, final 45%.
Topics Review of Probability (SW 2)
Review of Statistics (SW 3)
Bivariate Regression (SW 4, SW 5)
Multiple Regression (SW 6, SW 7)
Nonlinear Regression Models (SW 8)
Assessing Regression Studies (SW 9)
Panel Data (SW 10)
Binary Dependent Variable Models (SW 11)
Instrumental Variables Regression (SW 12)
Experiments and Quasi-Experiments (SW 13)
Problem Set Problem Set 1, 10/5, due 10/19
Problem Set 2, 10/19, due 11/2
Problem Set 3, 11/2, due 11/16
Problem Set 4, 12/14, due 12/28
Problem Set 5, 12/ 28, due 1/11, data for question 4
    
投影片 Instrumental Variables Regression  
    
Software
 Basics for STATA 8, file used in the note 
 STATA Tutorial