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