应用经济计量课程详细信息

课程号 02534380 学分 2
英文名称 Applied Econometrics
先修课程 This course is intended for the upper undergraduate students in Economics, Business or other social science majors. Graduate students are also welcome. Prior training in Introductory Econometrics or Statistics is required. The main focus of the course is to use econometric tools to solve real-world problems, and thus we will not spend much time on the mathematical derivation of basic models.
中文简介 本课程旨在系统介绍计量经济学的常用研究方法,并培养学生独立运用计量经济模型及计算机软件分析解决实证经济问题的能力。课程主要涵盖以下内容:线性回归和函数形式的选取,异方差和序列相关性,基础和高级时间序列模型,混合横截面和面板数据模型,离散选择模型,内生性和工具变量估计,联立方程模型等。实现以上模型所需要的计算机编程技术(SAS软件)也将在课上讲授。同时,学生将有机会独立使用现实经济数据进行项目研究,从而提高自己的科研能力。
英文简介 This course provides you with a general understanding of the econometric modeling tools that are frequently used in the empirical economic studies. The topics covered include linear regressions and the selection of functional forms, heateroskedasticity and serial correlation, basic and more advanced time series techniques, pooled cross-sectional and panel data models, models for binary choice and limited dependant variables, endogeneity and instrumental variable estimation, simultaneous equation models, etc. The computer programming techniques that are needed to implement the above models will also be taught using SAS software. In addition, you will get a taste of empirical research using the real-world data by conducting an independent research project.
开课院系 教务部
通选课领域  
是否属于艺术与美育
平台课性质  
平台课类型  
授课语言 英文
教材 应用计量经济学:EViews与SAS实例,秦雪征,北京大学出版社,2016,第1版,9787301266045;
计量经济学导论:现代观点,杰弗里?伍德里奇,清华大学出版社,2009,
参考书 第4版,9787302204732;
教学大纲 This course provides students with a comprehensive understanding of the econometric modeling tools that are frequently used in empirical economic research. The topics include linear and non-linear regressions, least squares and maximum likelihood estimation, time series and panel data models, instrumental variable estimation and regression equation systems, models of limited dependent variables, research design and program evaluation methods, etc. The computer programming techniques to implement these models will be taught using the STATA software. To exemplify the above estimation methods in real research settings, a number of published papers are selected into the reading list and will be discussed in the class. In addition, you will get hands-on experience in conducting empirical research by writing and presenting an academic term paper.
Session 1:Introduction
Session 2:Ordinary Least Squares
Session 3:Generalized Least Squares
Session 4:Maximum Likelihood Estimation and Hypothesis Testing
Session 5:Time Series Models
Session 6:Models of Pooled Cross-sections and Panel Data
Session 7:Endogeneity and IV Estimation
Session 8:System of Regression Equations
Session 9:Discrete Choice Models
Session 10:Tobit and Selection Models
This course is intended for the upper undergraduate students in Economics, Business or other social science majors. Graduate students are also welcome. Prior training in Introductory Econometrics or Statistics is required. The main focus of the course is to use econometric tools to solve real-world problems, and thus we will not spend much time on the mathematical derivation of basic models.

The course will be delivered through a mix of lectures, student presentations and computer lab exercises. Students’ participation is strongly encouraged.

Reading assignments and computer lab assignments will be given for each lecture. At the end of the course, students will be required to submit an original research paper using econometric models and Stata programs.
Class Attendance and Participation: 20%
Group Presentation on Reading Assignments: 10%
Computer Lab Assignments: 10%
Final Term Paper: 60%

The grading of the online course will be Pass/Fail.
教学评估 秦雪征:
学年度学期:16-17-1,课程班:应用经济计量1,课程推荐得分:4.38,教师推荐得分:4.38,课程得分分数段:90-95;
学年度学期:17-18-1,课程班:应用经济计量1,课程推荐得分:5.0,教师推荐得分:5.0,课程得分分数段:100-105;
学年度学期:18-19-1,课程班:应用经济计量1,课程推荐得分:0.0,教师推荐得分:7.75,课程得分分数段:80-85;
学年度学期:19-20-3,课程班:应用经济计量1,课程推荐得分:null,教师推荐得分:null,课程得分分数段:80及以下;
学年度学期:20-21-3,课程班:应用经济计量1,课程推荐得分:null,教师推荐得分:null,课程得分分数段:80及以下;
学年度学期:22-23-3,课程班:应用经济计量1,课程推荐得分:0.0,教师推荐得分:10.0,课程得分分数段:90-95;