財務計量經濟學
Financial Econometrics
| 節 | 週一 |
|---|---|
2 09:00–09:50 | 財務計量經濟學 M-b09 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
The goal of this course is to familiarize the students with the practice of financial econometrics. Specifically, students will learn how to conduct empirical data analysis and explain analysis results. Both theoretical and applied econometrics will be discussed. The course will cover simple regression analysis, hypothesis testing, interval estimation, multiple regression, indicator variables and heteroskedasticity. Practical applications with actual financial and economic data using Stata programming will be demonstrated.
Statistics及數理統計
1. Lecture. 2. Announcements, syllabus, handouts, and scores, will be posted in the new E3.
1. Participation (20%):. 2. Presentation (40%): You are required to present one small research project (one people one team). 3. One Exam (40%): One exam (in class and opened-book) will be given.
- Econometrics
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction to Econometrics. |
| 第 2 週 | Simple Linear Regression model |
| 第 3 週 | Ch 3 Multiple Regression Analysis: Estimation |
| 第 4 週 | Ch 3 Multiple Regression Analysis: Estimation |
| 第 5 週 | Ch 4 Multiple Regression Analysis: Inference |
| 第 6 週 | Ch 5 Multiple Regression Analysis: OLS Asymptotics |
| 第 7 週 | Ch 6 Multiple Regression Analysis: Further Issues |
| 第 8 週 | Ch 6 Multiple Regression Analysis: Further Issues |
| 第 9 週 | Ch 7 Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables |
| 第 10 週 | Ch 7 Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables |
| 第 11 週 | Ch 8 Heteroskedasticity |
| 第 12 週 | Ch 9 More on Specification and Data Problems |
| 第 13 週 | Advanced topics |
| 第 14 週 | Advanced topics |
| 第 15 週 | Presentation |
| 第 16 週 | Presentation |
| 第 17 週 | Presentation |
| 第 18 週 | Final Exam |
Wooldridge/Introductory Econometrics: A Modern Approach 6e 計量經濟學(Wooldridge/Introductory Econometrics: A Modern Approach 6e)
- 地點
- 管一407
- 時間
- Wednesday 10:00-12:00
- 聯絡方式
- chihyung@nctu.edu.tw