Course Outline
Applied Economic Analysis (English Lectures)
(應用經濟分析 -- 英文)
Fall Semester 2008 國貿4C
Professor David Kleykamp 柯大衛
3 credit hours (學分), elective course (選修)
Wednesday (2pm –3 pm) one hour Classroom B120
Thursday (12pm– 2 pm) two hours Classroom B602
星期三 節 次 7
星期 四 節 次 5-6
Website:
Email:
Tentative Weekly Schedule:
Week 1 09/10/2008 Introduction to the Course and free software GRETL
09/11/2008 Random Variable, Mean, and Variance
Week 2 09/17/2008 Covariance and Correlation
09/18/2008 Correlation and Basic Regression
Week 3 09/24/2008 Basic Regression and GRETL
09/25/2008 The Meaning and Optimality of OLS
Week 4 10/01/2008 An Example of Basic Regression
10/02/2008 Multivariate Regression
Week 5 10/08/2008 Multivariate Regression
10/09/2008 The t-test for Significance of a Coefficient
Week 6 10/15/2008 The F-test for Zero Slopes
10/16/2008 Testing for Regression Stability
Week 7 10/22/2008 Autocorrelation and the Durbin-Watson Test
10/23/2008 LM Test and The Cochrane-Orcutt Method
Week 8 10/29/2008 Forecasting using Regression and GRETL
10/30/2008 Forecasting using Regression and GRETL
Week 9 11/05/2008 Review for the Midterm
11/06/2008 A Collection of Worked Problems
Week 10 Midterm Exam Week 11/10/2008 ~ 11/14/2008
Week 11 11/19/2008 The Logit Model
11/20/2008 Logit Analysis using GRETL
Week 12 11/26/2008 Stationarity of Time Series
11/27/2008 The ACF Function
Week 13 12/03/2008 Using GRETL to Estimate the ACF Function
12/04/2008 Types of Time Series Models
Week 14 12/10/2008 Introduction to Modeling ARIMAs
12/11/2008 Choosing an AR(p) or an MA(q) Model
Week 15 12/17/2008 More Examples of Choosing Time Series Models
12/18/2008 Choosing an ARIMA model
Week 16 12/24/2008 Using GRETL to Estimate a Time Series Model
12/25/2008 Forecasting an ARIMA model
Week 17 12/31/2008 Final Paper Due
01/01/2008 Holiday
Course Description:
This course considers the application of simple quantitative and analytical methods of economics to both microeconomic and macroeconomic problems typically faced by business and government. The focus of the course is on implementing these methods in a very practical manner to achieve both understanding and resolution of problems.
Methods of analysis include descriptive statistics, correlation studies, linear multivariate regression, and time series analysis. No prior understanding of statistics and econometrics is assumed. All software used is free and open source software readily available for download from the Internet. All methods and software will be thoroughly explained in the class.