課程大綱
電子書
電子書網址:https://bookdown.org/tpemartin/econometric_analysis/
電子書加個人註記:https://via.hypothes.is/https://bookdown.org/tpemartin/econometric_analysis/
線上討論室
gitter chatroom: https://gitter.im/NTPU-Econ/Econometric-Analysis107
課前應完成項目
- 安裝:R and R Studio Desktop: https://www.rstudio.com
- 註冊Github.com: https://www.github.com
- 安裝Github desktop: https://desktop.github.com/
- 連到https://gitter.im用你的Github帳號登錄。
- 註冊hypothes.is: https://hypothes.is
- 填寫課程資料: https://docs.google.com/forms/d/e/1FAIpQLSd5rI_BsCHGyNP9kyZAhhpYNhEHoa8jnHObIYhBvR4bfP_7xw/viewform?usp=pp_url&entry.863202746=107%E5%AD%B8%E5%B9%B4%E6%95%B8%E9%87%8F%E6%96%B9%E6%B3%95%EF%BC%88%E4%B8%80%EF%BC%89%E5%AD%B8%E7%94%9F
討論室/書籤
加入課程討論室:點本課程gitter連結
加入電子書籤:點本課程hypothes.is討論群
主題內容
In this semester, we will focus on Part II and Part VI of Greene’s book. The topics that I will cover are:
[1] The Generalized Regression Model (ch.8)
[2] Models for Panel Data (ch.9)
[3] Models for Discrete Choice (ch.23)
[4] Truncation, Censoring, and Sample Selection (ch.24)
[5] Instrumental Variable Estimation (ch.12)
參考書籍
- Angrist, Joshua D., Mostly Harmless Econometrics An Empiricist’s Companion. Princeton University Press. (*)
- 資料科學程式設計(一)電子書 (*)
- R for Data Science. (*)
- Econometrics with R, Franz Mohr, personal blog (*Awesome!!! I must say.)
- Greene, William, Econometric Analysis, 6th ed, 2007, Prentice Hall.
- Principles of Econometrics with R, Constantin Colonescu, bookdown.org, 2016.
Efficient R Programming, Colin Gillespie and Robin Lovelace, bookdown.org, 2016.
Getting Started in Data Analysis using Stata and R, Princeton University.