統計學與實習二

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, 請於 6/19 (五) 下午四點前提出，之後成績將送教務處。祝大家暑假愉快。
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。
　
Syllabus
Time Lecture: Monday 1:20-3:10, Wednesday 10:20-12:10
Recitation： Monday 3:30-5:20
      
Office Hours Wednesday 14:00-15:00.
      
Textbook

Stock and Watson (2007), Introduction to Econometrics, Addision Wesley, 2nd edition.

      
Exams: Midterm 4/13, Final 6/15.
      
Grade Quiz 30%, Midterm 30%, Final 40%.
      
Teaching Assistant 高國峰助教的實習課網頁
      

上課進度與投影片

2/16 Introduction, Economics Questions and Data

2/18 Review of Probability

2/23 Review of Statistics

         Bivariate Regression I (~p. 12)

3/2    Bivariate Regression I (p.13~)    

3/4     Bivariate Regression II

         Multiple Regression I (~p.7)

3/9    Multiple Regression I (p.8~)

         Multiple Regression II (~p. 4)

3/16 Multiple Regression II (p.5~)

            廢票哪裡來? (論文), 投影片

3/18  身高

         Nonlinear Regression Models (~p.25), (Revised, add p.21)

3/23  怡君比較會考試？

         Nonlinear Regression Models (p.26~)

3/30  小校現象，Assessing Regression Studies (~p.17)

 4/1  Assessing Regression Studies (p.18~)

        Regression with Panel Data (~p.10)

4/6   Regression with Panel Data (p.11~37)

4/13 期中考

4/15 Regression with Panel Data (p. 38~54)

4/20 Regression with Panel Data (p. 55~)

        Duggan and Levitt (2002), Winning Isn't Everything: Corruption in Sumo Wrestling, 投影片

        Regression with Binary Dependent Variable (~p.9)

4/27 Regression with Binary Dependent Variable (p.10~37)

4/29 Regression with Binary Dependent Variable (p.38~)

        Hepatitis B and Missing Women, 投影片

5/4   Instrumental Variables Regression (~p.47)

5/11 Instrumental Variables Regression (p.48~88)

5/13 Instrumental Variables Regression (p.89~)

        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

5/18 Experiment and Quasi-Experiment (~p.35)

5/25 Experiment and Quasi-Experiment (p.36~46)

        廢票哪裡來？投影片(p. 25-30)

        Chou, Liu and Hammitt (2003), National Health Insurance and precautionary saving: evidence from Taiwan, 投影片

5/27 公私部門勞動報酬的比較

         Experiment and Quasi-Experiment (p.47~70)

6/1    Experiment and Quasi-Experiment (p.71~77)

         Time Series Regression and Forecasting(~p.49)

6/8    Time Series Regression and Forecasting (p.50~end)

6/10  期末考範圍整理

　

考古題：

    midterm: 2008-題目, 解答; 2007-題目, 解答。

    final: 2008-題目，解答；2007-題目，解答。(部分題目超出本課程範圍，請忽略)

Class Schedule:

　

Software 

    STATA Tutorial

    Basics for STATA 8, file used in the note

常用實證資料庫

   2003年台大學生抽樣調查，資料，問卷

    台灣高等教育資料庫，2005年大一學生調查，資料，問卷，codebook