NCHU Course Outline

Course Name	(中) 計量經濟學(7692)
	(Eng.) Econometrics
Offering Dept	Executive Master Program in Applied Economics
Course Type	Elective			Credits	3	Teacher	TSENG,WEL-CHUN et al.
Department	Executive Master Program in Applied Economics / (W)Graduate			Language	Chinese	Semester	2026-FALL
Course Description	瞭解何為計量經濟學，亦即瞭解計量模型中的理論及實務的計算過程，以及其他估計的結果解釋；亦即要讓同學們瞭解計量模型如何的設計、參數如何的估計、迴歸模型估計結果的意義。最後達到可以應用在碩士論文的實証上。
Prerequisites

Relevance of Course Objectives and Core Learning Outcomes(%)			Teaching and Assessment Methods for Course Objectives
Course Objectives	Competency Indicators	Ratio(%)	Teaching Methods	Assessment Methods
瞭解計量經濟學理論 實際操作各種計量模型	1.Advanced economics expertise capabilities 2.Advanced economics knowledge application ability 3.Understanding and analyzing cross-cutting issues of economic integration 4.Communication, coordination and team cooperation	40 40 10 10
Course Content and Homework/Schedule/Tests Schedule
Week Course Content Week 1 (course content and homework/schedule/tests schedule) Part I: The Linear Regression Model 1.Statistical Background (Wooldridge chap 1, Maddala chap 2, Greene chaps 2-4, 管 chaps 1- 4, 1-2 weeks) Week 2 2. Simple Linear Regression Model (Wooldridge chap 2, Maddala chap 3, Greene chap 5, 陳老師負責, 2-3 weeks) Week 3 3. Simple Linear Regression Model (Wooldridge chap 2, Maddala chap 3, Greene chap 5, 陳老師負責, 2-3 weeks) Week 4 4. Multiple Regression Model(Wooldridge chap 3-4, Maddala chap 4, Greene chaps 6 and 7, 陳老師負責,2 weeks) Week 5 5. Multiple Regression Model(Wooldridge chap 3-4, Maddala chap 4, Greene chaps 6 and 7, 陳老師負責,2 weeks) Week 6 6. Multiple Regression Model(Wooldridge chap 3-4, Maddala chap 4, Greene chaps 6 and 7, 陳老師負責,2 weeks) Week 7 Part II: Violation of Basic Assumptions 1. Heteroskedasticity (Wooldridge chap 8, Maddala chap 5, Greene chaps 13 and 14, 陳老師負責, 2 weeks) Week 8 2. Heteroskedasticity (Wooldridge chap 8, Maddala chap 5, Greene chaps 13 and 14, 陳老師負責, 2 weeks) Week 9 3. Autocorrelation (Wooldridge chap 10-11, Maddala chap 6, Greene chap 15, 陳老師負責1 weeks) Week 10 4. Multi-collinearity (Wooldridge, Maddala chap 7, 陳老師負責1 weeks) Week 11 Midterm exam Week 12 Part III: Special Topics 1. Dummy Variables(Wooldridge Chap 7(7-1~7-4), Greene, Long曾老師負責, 1 weeks) Week 13 2. Probit and Logit Models (Wooldridge Chap 7(7-5~7-7), Greene, Long曾老師負責, 2 weeks) Week 14 3. Truncated Regression and Tobit Model (Greene, Long曾老師負責, 2 weeks) Week 15 4. Ordered Probit (Greene, Long曾老師負責, 2 weeks) 5. Poisson and Negative binominal Models (Greene, Long曾老師負責, optional) Week 16 final exam 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)。或製作小組專題報告. (由 i-learning3.0繳交) 自主學習之可選方案如下: (一)參與專業論壇、講座、企業分享等產官學研相關交流活動。 (二)閱覽產業及學術相關多媒體資料。 (三)製作專題報告。 (四)產官學機構參訪或實務體驗。 (五)參與校內外舉辦之各類工作坊活動。 (六)本校其它校區/分部(含實驗林場或試驗場)戶外教學參訪課程活動。 (七)有助學生學習之自主學習方式或內容。 第18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)。或製作小組專題報告. (由 i-learning3.0繳交) 電腦習題及軟體操作 self-directed learning    03.Preparing presentations or reports related to industry and academia.    06.Participation in field trips and outdoor instructional activities at other NCHU campuses or branches, including experimental forests or test sites.
Evaluation
(evaluation) 35%: Midterm Exam 35%: Final Exam 30%: Problem Sets(or computer homework)
Textbook & other References
(textbook & other references) **(Required)Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, 7th Edition, 2019. Maddala, G.S., “Introduction to Econometrics”. Third Edition, Wiley, 2001 Kuang URL: www.sinica.edu.tw/as/ssrc/ckuan, Ch1-Ch4 Long, S., Regression Methods for Categorical and Limited Dependent Variables, 1997. Greene, W.H. Econometric Analysis. 5th Edition, Macmillian Publishing, 2005.
Teaching Aids & Teacher's Website
i-learn3.0
Office Hours
(office hours) 14:00~16:00 Thursday at Applied Econometrics Building I room 203.

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Update Date, year/month/day：None	Printed Date, year/month/day：2026 / 8 / 25
The second-hand book website：http://www.myub.com.tw/