上課時間
修課班級
課程資訊
選課分析
| Problem sets | 30 | Based on the lab session, students will recieve 3 homeworks |
| Mid--term exam | 30 | |
| Final exam | 30 | |
| Attendance | 10 |
This course objectives is to help students in developing a solid theoretical background in introductory level econometrics, the ability to implement the techniques and to critique empirical studies in social science fields. The course contents are including: 1. Review of Probability and Statistics 2. Linear Regression with one regressor 3. Hypothesis tests and confidence intervals in the simple regression model 4. Regression models with multiple regressors 5. Heteroscedasticity 6. Autocorrelation 7. Multicollinearity 8. Dummy variable and regression with a binary dependent variable
1. Statistics and Econometrics for Finance Quantitative Analysis and IBM® SPSS® Statistics A Guide for Business and Finance at https://www.academia.edu/35314417/Statistics_and_Econometrics_for_Finance_Quantitative_Analysis_and_IBM_SPSS_Statistics_A_Guide_for_Business_and_Finance