財務計量經濟學

Welcome to the "Financial Econometrics" course, a cornerstone of the first-year master's curriculum at National Yang Ming Chiao Tung University. This course is meticulously designed to guide students through the complex world of econometrics and data analysis, leveraging the advanced capabilities of R programming. Presented entirely in English, it aims to be not only informative but also engaging and approachable for all participants. The course structure encourages active collaboration and participation. Students are invited to solve and present homework assignments in class, fostering a dynamic learning environment. Moreover, the course emphasizes collective knowledge building and sharing through a dedicated platform. Contributions and discoveries will be shared on https://github.com/HWTeng-Course/202402-Financial-Econometrics, serving as a repository of collective wisdom and a testament to the collaborative spirit of the course. The syllabus is strategically divided into two segments to ensure a thorough understanding of the subject. The initial phase focuses on reinforcing foundational knowledge in statistics and exploring the intricacies of multiple regression models. This foundation is crucial for the advanced topics that follow. The latter part of the course delves into sophisticated analytical techniques such as moment-based estimation, simultaneous equations, and panel data models. This progression is designed to systematically build up students' expertise, enabling them to tackle complex financial econometrics challenges with confidence. "Financial Econometrics" is more than just a course; it's a journey into the heart of financial analysis and modeling. It aims to equip students with the tools and knowledge necessary to excel in the field, encouraging a blend of theoretical understanding and practical application. Through this course, students will embark on a path of discovery, learning, and professional growth, laying a solid foundation for their future endeavors in the world of finance and econometrics.

Statistics, Mathematical Statistics (or related courses)

1. All course information, such as handouts, solutions, scores, will be posted in the new E3 system. 2. TA: 陳彥廷 3. 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

Presentation, Homework, Participation, and Quizzes (45%) Exam 1 (25%) Exam 2 (30%)

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

by appointment

聯絡方式

Prof. Huei-Wen Teng Email: venteng@gmail.com