計量經濟學導論暨實習
課程目標：使同學在修完本課程之後，擁有從事實證研究所需的基本工具。SyllabusTimeTextbookStock and Watson (2020), Introduction to Econometrics, Addision Wesley, 4th edition.
Exams:
Grade Teaching Assistant助教的實習課網頁
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計量經濟學導論暨實習
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課程目標：使同學在修完本課程之後，擁有從事實證研究所需的基本工具。 |
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Syllabus |
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Time |
Wednesdays 10:20-13:10 | ||
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Textbook |
Stock and Watson (2020), Introduction to Econometrics, Addision Wesley, 4th edition. |
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Exams: |
Midterm 4/22, Final 6/17. | ||
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Grade |
期初考 10%，實習課與小考 25%，期中考 30%，期末考 35%. | ||
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Teaching Assistant |
助教的實習課網頁 |
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期初考試：
對象：已選上和要加選的同學都請參加
時間： 3/3，13:20-15:10
範圍：Stock and Watson (2020)，第二章和第三章。
材料：課本內容，
投影片，Review of Probability，Review of Statistics。
上課進度與投影片
(Lecture 1, 3/4) Economic Questions and Data
(Lecture 2, 3/11) Bivariate Regression II
(Lecture 3, 3/17) Multivariate Regression I
(Lecture 4, 3/18) Multivariate Regression II
(Lecture 5, 3/25) 廢票哪裡來? 論文，投影片
[背景資料：2004年中華民國總統選舉
(Lecture 6, 3/31) Nonlinear Regression Model
(Lecture 7, 4/1) Assessing Studies Based on Multiple Regression
(Lecture 8, 4/8) Regression with Panel Data
(Lecture 9, 4/14) Duggan and Levitt (2002), Winning Isn't Everything: Corruption in Sumo Wrestling, 投影片
(Lecture 10, 4/15) Mastering Metrics,
Econometrics: The Path from Cause to Effect (影片)
Ceteris Paribus: Public v. Private University (影片)
Selection Bias: Will You Make More Going to a Private University (影片)
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Regression with Binary Dependent Variable
4/22 期中考，範圍 Chapter 4 - 4/15 的進度(不包含binary dependent variable)
(Lecture 11, 4/28) Regression with Binary Dependent Variable
(Lecture 12, 4/29) Hepatitis B and Missing Women, 投影片
Hepatitis B and the Case of Missing Women
Instrumental Variable Regression
(Lecture 13, 5/6) Instrumental Variable Regression
(Lecture 14, 5/12) Angrist and Evans (1998), Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size, 投影片
The Effect of Fertility on Female Labor Supply in Taiwan--- An Instrumental Variables Estimation
Angrist and Kreuger (1991), Does Compulsory School Attendance Affect Schooling and Earnings?, 投影片
(Lecture 15, 5/13) Experiment and Quasi Experiment
廢票哪裡來？投影片(p.22-27)
(Lecture 16, 5/20) Chou, Liu and Hammitt (2003), National Health Insurance and precautionary saving: evidence from Taiwan, 投影片
楊子霆與駱明慶 (2009)，〈誰付退休金？--- 勞退新制對私部門勞工薪資的影響〉,《經濟論文》, 37:3, 339-368。投影片
(Lecture 17, 5/26) 公私部門勞動報酬的比較
Prediction with Many Regressors and Big Data
(Lecture 18, 5/27) Prediction with Many Regressors
(Lecture 19, 6/3) Time Series Regression and Forecasting
(Lecture 20, 6/9) Time Series Regression and Forecasting
(Lecture 21, 6/10) Dynamic Causal Effects
考古題：
midterm: 2019-題目, 解答; 2018-題目, 解答;
final: 2019-題目, 解答; 2018-題目, 解答;