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%. Textbook & Reference Stock, H. H. and M. W. Watson, Introduction to Econometrics, 3rd Edition. Pearson/Addison Wesley 2010. (SW)Also, an interesting book related to econometrics  ?  Levitt, S. D. and S. J. Dubner (2005). Freakonomics: A Rougue Economist Explores the Hidden Side of Everything Urls about Course www3.nccu.edu.tw/~hmlien Attachment