SemesterFall Semester, 2023
DepartmentThe International Master Program of Applied Economics and Social Development (IMES) , First Year The International Master Program of Applied Economics and Social Development (IMES) , Second Year
Course NameApplied Econometrics
InstructorFU CHIEN-HAO
Credit3.0
Course TypeSelectively
Prerequisite
Course Objective
Course Description
Course Schedule










































































































 Week 

Date

Topic

Readings

1

13-Sep

  Introduction

  Anderson et al. (2020) Ch. 1-3

2

20-Sep

  Probability

  Anderson et al. (2020) Ch. 4

3

27-Sep

  Probability Distribution I

  Anderson et al. (2020) Ch. 5

4

4-Oct

  Probability Distribution II

  Anderson et al. (2020) Ch. 6

5

11-Oct

  Hypothesis Tests

  Anderson et al. (2020) Ch. 7

6

18-Oct

  Inference about Means and Proportions

  Anderson et al. (2020) Ch. 8

7

25-Oct

  Population comparison

  Anderson et al. (2020) Ch. 9

8

1-Nov

  Midterm

 

9

8-Nov

  ANOVA

  Anderson et al. (2020) Ch. 12-13

10

15-Nov

  Simple Linear Regression

  Anderson et al. (2020) Ch. 14

11

22-Nov

  Simple Linear Regression

  Anderson et al. (2020) Ch. 14

12

29-Nov

  Multiple Regression 1

  Anderson et al. (2020) Ch. 15

13

6-Dec

  Multiple Regression 2

  Anderson et al. (2020) Ch. 16

14

13-Dec

  Model Building

  Anderson et al. (2020) Ch. 16

15

20-Dec

  Time Series Analysis

  Anderson et al. (2020) Ch. 17

16

27-Dec

  Final Exam

 


 



The teaching schedule may be subject to change. The dates for midterm and final exams are not fixed and could be moved earlier or later depending on the teaching progress. If there are any changes to the dates of the midterm or final exams, they will be announced in class and on the class website. Additional information regarding week 17 and 18 will be provided during class discussions.


Teaching Methods
Teaching Assistant
Requirement/Grading

  • Assignments and Class Participation: 30%

  • Midterm and Final Exam: 70%


Textbook & Reference

Main Text




  • David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann. (2020) Statistics for Business & Economics, 14th Edition. ISBN: 9780357114483

  • David Dalpiaz (2022) Applied Statistics with R.



Additional Resources




  • Cunningham, S. (2021). Causal Inference: The Mixtape. Yale University Press. ISBN: 9780300251685.

  • Angrist, J. D., and J. S. Pischke. (2009) Mostly Harmless Econometrics: An Empiricist’s Companion. Princeton University Press. ISBN: 9780691120355.

  • R for Data Science: Import, Tidy, Transform, Visualize, and Model Data (2017) Garrett Grolemund & Hadley Wickham. Hardcover: O’Reilly, ISBN 1491910399. 


Urls about Course
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