2007 年春季：
計量經濟理論（四）：經濟所、國際企業所; 計量經濟學（二）：財金所
時間：星期一 (6, 7, 8) 14:20 - 17:10
地點：台大管理學院貳號館 202 教室
Course Syllabus
ET: Introduction to Econometric Theory
Contents
1. Linear and Matrix Algebra
2. Statistical Concepts
3. Classical Least Squares Theory
4. Generalized Least Squares Theory
5. Elements of Probability Theory
6. Asymptotic Least Squares Theory
(2007/3/2)
7. Asymptotic Least Squares Theory : Part II
(2007/3/22)
8. Nonlinear Least Squares Theory (2007/4/27)
9. The Quasi-Maximum Likelihood Method: Theory
(2007/5/21)
10. Quasi-Maximum Likelihood: Applications (2007/5/25)
KS1: Lecture Notes on Robust Tests
(2007/2/26)
KS2: Lecture Notes on Basic
Time Series Analysis (2007/5/28)
KS3: Lecture Notes on Quantile Regression
KS4: Lecture Notes on Time Series Diagnostic Tests
(2007/6/4)
KS5: Lecture Notes on Quantile Regression
(2007/6/11)
Demostration of R
(2007/6/6)
Introduction to
R
Simulation
(2007/3/3)
Slides: HAC
Estimation and KVB Approach
(2007/3/12)
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2004 年秋季：
計量經濟理論（一）：財金系;
計量經濟理論（三）：經濟系
時間：星期一 (6, 7, 8) 14:20 - 17:10
地點：台大管理學院貳號館 301 教室
Course
Syllabus
Lecture Notes
I. Elements
of Matrix Algebra
II. Introduction to Econometric Theory
Contents
1. Linear and Matrix Algebra
2. Statistical Concepts
3. Classical Least Squares Theory
4. Generalized Least Squares Theory
5. Elements of Probability Theory
6. Asymptotic
Least Squares Theory
7. Asymptotic
Least Squares Theory : Part II
8. Nonlinear
Least Squares Theory
9. The
Quasi-Maximum Likelihood Method: Theory (2004/12/27)
III. Supplemental Reading
A
Note on Robust Hypothesis Testing
Basic
Time Series Analysis (2005/1/2)
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2003 年秋季: 計量經濟理論（一）
時間：星期一 (6, 7, 8)
地點：台大管理學院管壹 204 教室
Course Syllabus
Lecture Notes
I. Elements of Matrix Algebra
II. Introduction to Econometric Theory
Contents
1. Linear and Matrix Algebra
2. Statistical Concepts
3. Classical Least Squares Theory
4. Generalized Least Squares Theory
5. Elements of Probability Theory
6. Asymptotic Least Squares Theory
7. Asymptotic Least Squares Theory : Part II
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2003 年春季：應用財務計量經濟學
Course Syllabus
Guidelines for Term Papers
Lecture Notes
I. Lecture on Basic Time Series Models (March 6, 2003)
II. Lecture on the Markov Switching Model (March 8, 2003)
III. Lecture on Time Series Diagnostic Tests (March 26, 2003)
IV. A Note on Robust Hypothesis Testing
V. An Introduction to Quantile Regression
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