本課程以英語授課。二67為實習課。

This course serves as a comprehensive introduction to the interplay between theory and application in econometrics. Its primary goal is to equip students with a solid foundation in statistical and econometric theory, empowering them to navigate and contribute effectively to empirical economic research. The emphasis will be on fostering an intuitive understanding of key concepts, prioritizing practical insights over rigorous arguments. The course will be enriched with real-world applications in economics, ensuring that theoretical knowledge is integrated into the practical landscape of empirical research.

The course encompasses three primary objectives. First, we will provide a comprehensive introduction to the essential skills required for proficient statistical analysis. Second, the course will delve into establishing the theoretical groundwork for understanding ordinary least squares. Third, we will explore advanced topics, including nonlinear regression, binary dependent variables, panel data, instrumental variables, and experimental design.

Prerequisite: ECON2022 Statistics with Recitation

Stock, J. H., & Watson, M. W. (2019). Introduction to Econometrics, Global Edition, 4th Edition. Pearson.

1. Angrist, J. D., & Pischke, J. S. (2014). Mastering 'Metrics: The Path from Cause to Effect. Princeton University Press. 2. Diez, D. M., Barr, C. D., & Cetinkaya-Rundel, M. (2019). OpenIntro Statistics: Fourth Edition. PDF available for free at https://leanpub.com/openintro-statistics.