含實習課1小時，限修過統計學。老師授課3小時(上午9:00-12:00)。

待補

1. Generalized Least Squares (GLS) (1) Autocorrelation : Gujarati: Chapter 12; Johnston and DiNardo, Chapter 6, Greene: Chapter 12.) (2) Heteroscedasticity: Gujarati: Chapter 11, Johnston and DiNardo, Chapter 6, Greene: Chapter 11) (3) Panel data: Random Effect Model: Gujarati: Chapter 16, Johnston and DiNardo, Chapter 13, Greene: Chapter 13. (4) Seemingly Unrelated Regression (SURE) Johnston and DiNardo, Chapter 9 (Appendix 9.1) 2. Autoregressive and Distributed-Lag Models Gujarati: Chapter 17 Wooldridge: Chapter 18, Greene: Chapter 19. 3. Time Series Econometrics: Stationary and Nonstationary time series data Gujarati: Chapter 21, Wooldridge: Chapter 10-11, Greene: Chapter 20. 4. Simultaneous Equation Models, Instrumental Variable Method, Identification Condition: Rank and Order conditions Gujarati: Chapter 18-20, Wooldridge: Chapter 15-16, Stock and Watson: Chapter 10, Greene: Chapter 15. 5. Maximum Likelihood Method, Likelihood Ratio, Wald and LM tests Johnston and DiNardo, Chapter 5 6. Nonlinear Regression Models Gujarati: Chapter 14, Maddala: Chapter 2, Greene: Chapter 9. 7. Discrete Choice Model: Linear Probability model, Logit, Probit, Multinominal Logit, Conditional Logit Model, Ordered Probit, Possion model. Gujarati: Chapter 15, Wooldridge: Chapter 17, Maddala: Chapter 2-3, Greene: Chapter 21 8. Limited Dependent Variable Model: Censored and Truncated Models, Sample selection model, Endogenous Switching model. Gujarati: Chapter 15, Wooldridge: Chapter 17, Maddala: Chapter 6, Johnston and Dinardo, Chapter 12, Greene: Chapter 22. 9. Meta Regression Stanley and Jarrell (1989), “Meta-Regression Analysis: A Quantitative Method of Literature Survey,” J. of Economic Surveys, 3(2),161-170. Viscusi and Aldy (2003), “The Value of a Statistical Life: A Critical Review of Market Estimates Throughout the World,” J. of Risk and Uncertainty, 27(1), 5-76. Smith and Huang (1995), “Can Market Value Air Quality? A Meta-Analysis of Hedonic Property Value Models,” J. of Political Economy, 103(1), 209-227. 10. Quantile Regression Ani Katchova, Econometrics Academy: Quantile Regression Angrist and Pischke, Ch. 7 11. Survival Model Ani Katchova, Econometrics Academy: Survival Analysis 12. Causal Effect Models: Instrumental Variable Method (IV), Difference-in-Differences (DiD), Regression Discontinuity Design (RD). Angrist and Pischke (2009). Ch. 4-6 A. Matthew Alan Masten, Duke University, Duke Mod. U (Causal Inference Bootcamp) Introduction, Experiments, Regression and Causality IV, Panel data, RD, Modeling, and Conclusion B. Richard Gallenstein: (Youtube) Ch. 10 Randomization Ch. 11 Propensity score matching Ch. 12 Natural Experiment and IV Ch. 13 Panel data Ch. 14 Difference-in-Differences Ch. 15 Regression Discontinuity

平時作業 （20％） 期中考 （30％），Open Book Test 期末考 （30％），Open Book Test 學期實証報告 (20%), Empirical research paper (Team members: 1-3人) Feb. 29 : Term paper topic, check data first. March 21 : Literature Survey ( at least 5 pages) April 25: Empirical Model, Basic Statistics, Results June 13: 12:00 noon, 完整報告紙本交至 經濟系辦公室 三樓系上 Jin-Tan Liu的信箱.