NTU Course
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Econometric Theory (Ⅱ) A

Offered in 113-2

  • Serial Number

    44206

  • Course Number

    ECON8820

  • Course Identifier

    323 M0930

  • No Class

  • 2 Credits

  • Compulsory

    GRADUATE INSTITUTE OF ECONOMICS

      Compulsory

    • GRADUATE INSTITUTE OF ECONOMICS

  • CHING-I HUANG

  • Intensive Course

    Week 1, 2, 3, 4, 5, 6, 7, 8

  • Tue 9, 10 / Wed 6, 7, 8

  • 社科研607

  • Type 1

  • 30 Student Quota

    NTU 26 + non-NTU 4

  • No Specialization Program

  • English
  • NTU COOL
  • Core Capabilities and Curriculum Planning
  • Notes
    The course is conducted in English。Intensive courses。A required course for Ph.D. students. THU9,10 is the TA session. Prerequisites: ECON7009 (Introduction to Quantitative Methods).Intensive course (Week 1~ Week 8)
  • Limits on Course Adding / Dropping

    • Restriction: MA students and beyond or Restriction: Ph. D students

  • NTU Enrollment Status

    Enrolled
    0/26
    Other Depts
    0/0
    Remaining
    0
    Registered
    0
  • Course Description
    The primary goal of this course is to familiarize students with econometric analysis of cross session and panel data.
  • Course Objective
    After briefly discussing non-parametric identification issues, we will introduce the general results of M-estimation. Then we will focus on two commonly used estimation approaches in general nonlinear models: Maximum Likelihood Estimation (MLE) and Generalized Method of Moments (GMM).
  • Course Requirement
    There is no formal prerequisite. However, you are expected to have known the basic asymptotic theories, such as the Law of Large Numbers and the Central Limit Theorem. Grades will be determined by problem sets (20%) and a final exam (80%). Please read the syllabus for details: https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2025/index.htm
  • Expected weekly study hours after class
    3-5 hours
  • Office Hour
  • Designated Reading
    Please see the syllabus at https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2025/index.htm
  • References
    https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2025/index.htm
  • Grading
  • Adjustment methods for students
  • Course Schedule
    2/18,2/19Week 1
    2/25,2/26Week 2
    3/04,3/05Week 3
    3/11,3/12Week 4
    3/18,3/19Week 5
    3/25,3/26Week 6
    4/01,4/02Week 7
    4/08,4/09Week 8
    4/15,4/16Week 9
    4/22,4/23Week 10
    4/29,4/30Week 11
    5/06,5/07Week 12
    5/13,5/14Week 13
    5/20,5/21Week 14
    5/27,5/28Week 15