國立中興大學教學大綱

課程名稱	(中) 計量經濟理論(二)(8088)
	(Eng.) Econometrics Theory(II)
開課單位	應經系
課程類別	必修			學分	3	授課教師	曾偉君
選課單位	應經博 / 博士班			授課使用語言	中文	英文/EMI		開課學期	1141
課程簡述	Purpose: This course focuses on the theory and application of special topics in econometrics, including models with discrete dependent variables, models with limited dependent variable, Panel data models, estimation fremworks, and selected topics.
先修課程名稱								課程含自主學習	Y

課程與核心能力關聯配比(%)			課程目標之教學方法與評量方法
課程目標	核心能力	配比(%)	教學方法	評量方法
The purpose is to give students a basic training to prepare for their future academic works.	1.高階經濟專業知識能力 2.高階經濟知識應用能力 3.跨領域經濟議題整合的理解與分析	30 50 20
授課內容(單元名稱與內容、習作/每週授課、考試進度-共16週加自主學習)
週次 授課內容 第1週 Outline (temporary, may not cover all topics, contents and orders may change): (#: Optional) Censored Poisson (Greene Ch18.4) and truncated Poisson models (2 weeks) 第2週 Censored Poisson (Greene Ch18.4) and truncated Poisson models (continue) 第3週 #Review of basic matrix algebra including matrix calculation (Greene Appendix A) 第4週 Zero-Inflated Poisson (ZIP) model and Zero-Inflated Negative Binominal (ZINB) model 第5週 Hurdle models 第6週 Survival Models (Greene Ch19.4) 第7週 #Categorical Data Multiple choices: Multinominal logit model, Conditional logit model(Greene Ch18.2) Nested logit models, Mixed logit model(Greene Ch18.2) 第8週 自主學習I: 參與專業論壇、講座、企業分享等產官學研相關交流活動(拍下照片, 並寫下學姓名系級由 i-learning3.0繳交)。 第9週 自主學習 II: 參與專業論壇、講座、企業分享等產官學研相關交流活動(拍下照片, 並寫下學姓名系級由 i-learning3.0繳交)。 第10週 Advanced Ordered Data Models (Greene Ch18.3) #Bayesian Estimation of Mixed logit model and a case study# 第11週 Sample selection (Greene Ch19.5) #Random parameter Probit Mode 第12週 #Latent class multiple choice models# 第13週 Functional Forms and Structural Change (Greene Ch6) 第14週 Nonlinear, Semiparameteric, and Nonparameteric Regression Models (Greene Ch7) 第15週 Spatial autocorrelation (Greene Ch11.7) 第16週 Panel Data Theory Review (Greene Ch11) and Panel Poisson model Simulation-Based Estimation and Inference and Random Parameter Models (Greene Ch15) Estimation Framework (Greene Ch12) Selected papers and topics Final presentations 自主學習 內容
學習評量方式
Grading: Presentation of term paper (50%), Term paper (30%), Participation (20%). Select one recent (2023, 2024, or forthcoming) SSCI papers that applies methods introduced in this course or closely related to this course. Read it and make comments. 20 minutes presentation and 3~5 minutes discussion (on Jan 8th).
教科書＆參考書目(書名、作者、書局、代理商、說明)
#Text:*Greene, W.H. “Econometric Analysis.”8th, 7th, Editions. http://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm 雙葉 Pearson International Edition. #*Long J.S. “Regression Models for Categorical and Limited Dependent Variables”. #Train, “Discrete Choice Model with Simulation”. #Judge et al., “Introduction to the theory and practice of econometrics.” #Hsiao, C. Discrete data (Ch7), Truncated and Censored data (Ch8). #Maddala, “Limited-dependent and qualitative variables in econometrics.”
課程教材（教師個人網址請列在本校內之網址）
i-learn3.0
課程輔導時間
Wednesday 12:00-14:00
聯合國全球永續發展目標(連結網址)
提供體驗課程：N

請尊重智慧財產權及性別平等意識，不得非法影印他人著作。
更新日期 西元年/月/日：無	列印日期 西元年/月/日：2025 / 7 / 05
MyTB教科書訂購平台：http://www.mytb.com.tw/