SemesterFall Semester, 2019
DepartmentJunior 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 NameEconometrics
InstructorLIEN HSIEN-MING
Credit3.0
Course TypeElective
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