This course introduces graduate students to key econometric methods widely applied in empirical research across business, economics, and finance. Topics include regression analysis, model diagnostics, dummy variables, heteroskedasticity, time series, and panel data techniques. The course emphasizes both conceptual understanding and practical skills in applying these methods to real-world data.
In addition to lectures, students will engage in quizzes, homework assignments, in-class and group discussions, and a midterm exam to reinforce key concepts. A research-based project provides students with the opportunity to apply econometric methods to investigate a specific empirical question using real data. By the end of the course, students will be able to independently design and conduct basic econometric analyses suitable for academic and professional research contexts. To accommodate different learning speeds, the instructor may adjust the pace and content as needed to support student comprehension and progress.
本課程旨在介紹研究生在商業、經濟與財務領域中廣泛應用的計量經濟學方法。課程內容涵蓋迴歸分析、模型診斷、虛擬變數、異質變異性、時間序列及縱橫資料等技術。課程強調理論概念的理解與實務應用，幫助學生將所學方法應用於真實資料的分析中。除了講授課程外，學生還將參與小測驗、作業、課堂及小組討論，以及期中考試，以鞏固所學概念。課程也設計有研究導向的專題計畫，提供學生實際運用計量經濟方法分析特定實證問題的機會。課程結束後，學生將具備獨立設計並執行基礎計量分析的能力，適用於學術研究或專業應用情境。為配合學生的學習進度與理解狀況，教師將視班級整體表現適時調整授課內容與進度。