財務計量經濟學

The goal of this course is to familiarize students with econometrics and data analysis tools using R programming in advanced levels. This course will be split into three parts. In the first part, we will review statistics and multiple regression models. In the second part, we will cover time series anaylsis. In the third part, we will go through moment-based estimation, simultaneous equations models, and panel data models.

Statistics, Mathematical Statistics (or related courses)

1. Lecture: Tuesday 234, M-101 2. All course information, such as handouts, solutions, scores, will be posted in the new E3 system. 3. Textbook webpage: http://principlesofeconometrics.com/poe4/poe4.htm R code webpage: https://bookdown.org/ccolonescu/RPoE4/ 4. TA: 呂映葇 5. Course Policies: (1) If you have a University-approved conflict with any of the exams, you must let me know at least one week before the exam. A conflict exam will be scheduled to take place just before or just after the regularly scheduled exam. (2) No make-up exams or quizzes will be given. (3) Attendance to each class meeting is required and beneficial. Students are responsible for all announcements and supplements given within each lecture and/or via course email/website

A. Homework, Participation, and Quizzes (30%) B. 2 Exams (70%, 35% each). Closed-book. But students are allowed to bring one A4 formula sheet.

Introduction to Econometrics, R. Carter Hill, William E. Griffiths and Guay C. Lim, 5th Ed, John Wiley & Sons, 2018.

地點

M415 or online meeting

時間

Tuesday 2 - 4 pm or by appointment

聯絡方式

Prof. Huei-Wen Teng Email: venteng@gmail.com or hwteng@nycu.edu.tw