本课程是面向经济学,金融学,统计学,财政学等专业硕博研究生的一门基础统开课程,旨在培养学生对基本的计量经济学模型进行渐进理论分析和进行假设检验的能力,以及教会学生如何运用计量经济学模型进行规范的实证分析和政策分析,引导他们学会如何严格地检验经济学的理论和评估社会政策的效果。
This course has several important features. It covers, in a progressive manner, various econometrics models and related methods from conditional means to possibly nonlinear conditional moments to the entire conditional distributions, and this is achieved in a unified and coherent framework. We also provide a brief review of asymptotic analytic tools and show how they are used to develop the econometric theory in each chapter. By going through this book progressively, readers will learn how to do asymptotic analysis for econometric models. Such skills are useful not only for those students who intend to work on theoretical econometrics, but also for those who intend to work on applied subjects in economics because with such analytic skills, readers will be able to understand more specialized or more advanced econometrics textbooks.
作业10%+实践项目30%+期中考试30%+期末考试30%
The course grade will be based on homework (10%), empirical project (30%), midterm (30%), and final (30%).