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 |
週一 34，隔週週二34。 | ||
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Textbook |
Stock and Watson (2020), Introduction to Econometrics, Addision Wesley, 4th edition. |
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Exams: |
期初考 2/14，期中考 4/11，期末考 5/30。 | ||
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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 |
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： 2/14，10:20-12:10
地點：社科201(注意: 與上課教室不同)
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, 2/15) Introduction
Chapter 1 Economic Questions and Data
Chapter 4 Bivariate Regression I
(Lecture 2, 2/21 調至2/22 上 ) Chapter 5 Bivariate Regression II
(Lecture 3, 3/1) Chapter 6 Multiple Regression I
(Lecture 4, 3/7) Chapter 7 Multiple Regression II
[背景資料：2004年中華民國總統選舉
(Lecture 5, 3/14) 怡君比較會考試?
Chapter 8 Nonlinear Regression Functions
(Lecture 6, 3/15) Chapter 9 Assessing Studies Based on Multiple Regression
(Lecture 7, 3/21) Chapter 10 Regression with Panel Data
(Lecture 8, 3/28) Chapter 10 Regression with Panel Data
(Lecture 9, 3/29) Duggan and Levitt (2002), Winning Isn't Everything: Corruption in Sumo Wrestling, 投影片
Regression with Binary Dependent Variable
4/11 期中考，範圍 Chapter 1, Chapters 4 -10。
(Lecture 10, 4/12) Regression with Binary Dependent Variable
(Lecture 11, 4/18) Hepatitis B and Missing Women, 投影片
Hepatitis B and the Case of Missing Women
Instrumental Variable Regression
(Lecture 12, 4/25) Instrumental Variable Regression
(Lecture 13, 4/26) 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
Experiment and Quasi Experiment
(Lecture 14, 5/2) Experiment and Quasi Experiment
廢票哪裡來？投影片(p.22-27)
Chou, Liu and Hammitt (2003), National Health Insurance and precautionary saving: evidence from Taiwan, 投影片
(Lecture 15, 5/9) 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
Prediction with Many Regressors and Big Data
(Lecture 15, 5/10) Prediction with Many Regressors
(Lecture 17, 5/16) Time Series Regression and Forecasting
(Lecture 18, 5/23) Time Series Regression and Forecasting
(Lecture 19, 5/24) Dynamic Causal Effects
5/31(二) 期末考，範圍 Chapters 11-16。
考古題：
midterm: 2021-題目, 解答; 2020-題目, 解答;
final: 2021-題目, 解答; 2020-題目, 解答;