NTU Course
Overview

Econometric Theory (Ⅱ) A

Offered in 114-2

  • Serial Number

    18858

  • 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。 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 cou

  • 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). These methods are commonly applied in structural estimation of empirical research.
  • 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/Metrics2026/index.htm
  • Expected weekly study hours before and/or after class
    3-5 hours
  • Office Hour
  • Designated Reading
    Please see the syllabus at https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2026/index.htm
  • References
    https://homepage.ntu.edu.tw/~chingihuang/teaching/Metrics2026/index.htm
  • Grading
    1. NTU has not set an upper limit on the percentage of A+ grades.
    2. NTU uses a letter grade system for assessment. The grade percentage ranges and the single-subject grade conversion table in the NATIONAL TAIWAN UNIVERSITY Regulations Governing Academic Grading are for reference only. Instructors may adjust the percentage ranges according to the grade definitions. For more information, see the Assessment for Learning Section。
  • Adjustment methods for students
  • Make-up Class Information
  • Course Schedule