Semester | Spring Semester, 2021 | ||
Department | Selective Courses of Master Level, International College of Innovation | ||
Course Name | Econometrics | ||
Instructor | LIEN HSIEN-MING | ||
Credit | 3.0 | ||
Course Type | Elective | ||
Prerequisite |
Course Objective |
Course Description |
Course Schedule |
Course Outline
? Introduction, Economic Questions and Data (1 week) ? Review of Probability (SW 2, 2 weeks) ? Review of Statistics (SW 3, 2 weeks) ? Bivariate Regression I (SW 4, 2 weeks). - Probability framework. ? Bivariate Regression II (SW 5, 2 weeks). - Homoskedasticity - Estimation and Hypothesis testing. ? Multiple Regression I (SW 6, 2 week). - Omitted variable bias. - Multiple regression model. ? Multiple Regression II ( SW 7, 1 week). ? Nonlinear Regression Models (SW 8, 1 week). - Modeling nonlinear regression functions. - Interactions between independent variables. ? Assessing Regression Studies (SW 9, 1 week). - Internal and external validity. - Threats to internal validity. ? Panel Data (SW 10, 1 week). - Panel data with two periods. - Fixed effects regression. - Random effects regression. ? Instrumental Variables Regression (SW 12, 2 weeks). - General IV regression model. - Checking instrument validity. - Where do IV come from? ? Experiments and Quasi-Experiments (SW 13, 2 weeks). - Difference-in-difference estimator. - Quasi-experiments. - Average treatment effect. |
Teaching Methods |
Teaching Assistant |
Requirement/Grading |
Students are evaluated based on their class attendance, problem sets, and one final exam according to the following distribution. Problem Sets 20% Midterm 40% Final 40%.
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Textbook & Reference |
Stock, H. H. and M. W. Watson, Introduction to Econometrics, 3rd Edition. Pearson/Addison Wesley 2010. (SW)
? Levitt, S. D. and S. J. Dubner (2005). Freakonomics: A Rougue Economist Explores the Hidden Side of Everything
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Urls about Course |
www3.nccu.edu.tw/~hmlien |
Attachment |