Semester Fall Semester, 2019 Department Junior Class A, Department of Public Finance Junior Class B, Department of Public Finance Senior Class A, Department of Public Finance Senior Class B, Department of Public Finance 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 TBA Requirement/Grading Students are evaluated based on their class attendance, problem sets, and one final exam according to the following distribution.Problem Sets 25%Midterm 35%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 econometrics_imes_2019.pdf