Introduction to Econometric Methods (計量方法入門)

NTU (Fall 2007)

Course Syllabus

Class Time: 9/10-14, 9:10am-12:10pm at 社法22教室

 

Course Outline:

1. Introduction Experiment: Ostling et al (2007).

2. Linear Algebra: Riley, Chap. 2; see also Greene, Chap. 2 for a complete treatment.

3. Review of Probability: Stock and Watson (2007), Chap. 2.

4. Review of Statistics: Stock and Watson (2007), Chap. 3.

5. Applying Econometric Methods to Economic Data: Gelman and Hill, Chap. 2.

Problem Set:

1. Linear Algebra: Riley, Chap. 2, Exercise 2.3-2 and 2.3-3; old final Q1 and Q4.

Suggested answers are here, here and here.

2. Review of Probability: Stock and Wilson, pp.58-63: Exercise 2.4, 2.5, 2.6, 2.8, 2.9, 2.11, 2.18, 2.19, 2.22; old final Q5.

Suggested answers are here and here.

3. Review of Statistics: Stock and Wilson, pp. 98-103: Exercise 3.2, 3.3, 3.4, 3.7, 3.10, 3.15, 3.17.

Suggested answers are here.

Final Exam:

9/14/2007 10:10am-12:10pm, at same classroom.  Suggested answers are here.

NOTE: You will be allowed to use Non-engineering (非工程用) calculators if you wish. 

References and Textbook:

1. James H. Stock and Mark W. Watson (2007), Introduction to Econometrics, Chap. 2-3.  (This is the textbook of Econometric Theory I.)

2. John G. Riley (2007), Essential Microeconomics, Chap. 2.

3. Andrew Gelman and Jennifer Hill (2007), Data Analysis Using Regression and Multilevel/Hierarchical Models, Chap. 2.

4. (Optional) Robert Ostling, Joseph Tao-yi Wang, Eileen Chou and Colin F. Camerer (2007), “Field and Lab Convergence in Poisson LUPI Games,” Stockholm School of Economics Working Paper Series in Economics and Finance, No.671.

5. (Optional) William H. Greene (2000), Econometric Analysis, Chap. 2.

Final Grade:

Please login to NTU's classweb 計量方法入門 and clink on "學期成績" to see your grade.