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Course title |
Econometric Theory (Ⅱ) |
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Semester |
109-2 |
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Designated for |
COLLEGE OF SOCIAL SCIENCES GRADUATE INSTITUTE OF ECONOMICS |
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Instructor |
CHING-I HUANG |
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Curriculum Number |
ECON8010 |
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Curriculum Identity Number |
323EM0660 |
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Class |
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Credits |
4.0 |
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Full/Half
Yr. |
Half |
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Required/
Elective |
Required |
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Time |
Wednesday 6,7,8(13:20~16:20) Thursday 9,10(16:30~18:20) |
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Remarks |
Restriction: MA students and beyond OR Restriction: Ph. D students
The upper limit of the number of students: 30. |
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Course introduction video |
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Table of Core Capabilities and Curriculum Planning |
Table of Core Capabilities and Curriculum Planning |
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Course Syllabus
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Please respect the intellectual property rights of others and do not copy any of the course information without permission
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Course Description |
The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data. |
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Course Objective |
The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data. We will also discuss the identification problem. There is no formal prerequisite. However, you are expected to have known the basic asymptotic theories, such as the Law of Large Numbers and the Central Limit Theorem. |
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Course Requirement |
Grades will be determined by problem sets, a midterm exam, and a final exam. |
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Student Workload (expected study time outside of class per week) |
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Office Hours |
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Designated reading |
One textbook is Econometric Analysis of Cross Section and Panel Data by Jeffrey .Wooldridge
(MIT Press 2010). An electric version of the book is accessible from the NTU Library web page. This book and its Student’s Solutions Manual and Supplementary Materials are both reserved in the Social Science Library (辜振甫先生紀念圖書館).
The other textbook is Econometrics by Bruce E. Hansen, which can be downloaded from
his website https://www.ssc.wisc.edu/~bhansen/econometrics/.
In addition, we will use Identification Problems in the Social Sciences by Charles F. Manski (Harvard University Press 1995) to briefly introduce the identification problem. |
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References |
待補 |
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Grading |
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