| 當期課號 |
7092 |
Course Number |
7092 |
| 授課教師 |
呂明哲 |
Instructor |
LU,MING CHE |
| 中文課名 |
計量經濟學 |
Course Name |
Econometrics |
| 開課單位 |
會計系碩士班一A |
Department |
|
| 修習別 |
必修 |
Required/Elective |
Required |
| 學分數 |
3 |
Credits |
3 |
| 課程目標 |
1.認識計量經濟模型與會計實證研究之關連。
2.瞭解計量經濟模型的使用與限制。
3.學習橫斷面資料下的迴歸分析與辨證。 |
Objectives |
1.To know the relations between econometric model and empirical research in accounting.
2.To realize the usages and restrictions of econometric models.
3.To study regression analysis and discriminations with cross-sectional data. |
| 教材 |
計量經濟學 胥愛琦譯 華泰書局 |
Teaching Materials |
Introductory Econometrics - A modern approach, 4e, Jeffrey M. Wooldridge. |
| 成績評量方式 |
課堂表現 20%；
期中考 40%；
期末考 40%。 |
Grading |
Performance in Class 20%;
Middle Term Exam. 40%;
Final Exam. 40%. |
| 教師網頁 |
|
| 教學內容 |
這門課程將包含兩個部份：
第一部份除介紹簡單線性迴歸模型外，並詳細介紹複迴歸模型。這一部份的探討將建立起在常態、同態、獨立誤差假設下使用迴歸分析的基礎。
第二部份則探討前述假設條件不成立下，該如何以既有基礎，加以變換使用，順遂計量分析之目的。 |
Syllabus |
This course consists of two parts.
Part I covers the linear regression model. This forms the basics of linear regression under the assumption of independent and identically distributed normal errors.
Part II deals with the violation of the assumptions made regarding the regression model in Part I. |