计量经济学(英文版)
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●How to measure the economic growth?
(Measure GDP, Growth velocity, Fluctuation)
●Analysis the factors that impact GDP？
(Investment, Consumption, Exportation…..)
9
Contact Information
PPT download:
Public Email: econometrics_ly@ Password: fall2011
Contact Me: Email: liy@ Office：通博楼B208 Office hour：TW 1-3 pm
design the policy?
13
Case3：Share price analysis of Chinese Stocks
●How does share price change ?
（ Measure by stock index）
●What is the main effect factors
Course Arrangement and Requirement
Term mission (30 %):
10 terms are grouped by yourselves. Each term is responsible for one chapter (assign randomly).
VII. Autocorrelation (3)
5
Course Contents
VIII. IX. X. XI. Model Specification and Diagnostic testing (3) Autoregressive and distributed lag models (6) Simultaneous Equation Models (6) Time Series Econometrics (6)
●The ways of impact？(Promote, Restrain) ●The quantitative effect rule of those factors？
（ Detailed effect units to the GDP）
●How reliable of that quantitative analysis？ ●Policy effect analysis and forecasting to GDP growth……
(1) During defense, claim how your team cooperate (2) Make ppt (3) Defense time depends on how long we have at the end of semester (4) Submit your paper before final exam
to the price? （ Fundamental, capital, policy, Interest rate…）
●Qualitative relationship between stock index and factors ?
（ bear, bull）
●What is the detailed quantitative relationship ？
Econometrics
Lecturer:
李伊
1
Why Econometrics ?
This is Determined by the property of econometrics and the it’s position and affect on the economy.
“ One discipline never goes to perfect unless math is successfully involved.”
● Analyze the relationship between target and factors
Determine the math expression of the relationship
● Determine the quantitative rule between target and factors
●Come up with research topics and measurement(GDP, stock index…） ●Analyze the main impact factors (from economic theory and experiencbles as impact factors
◆ Make econometrics analysis using E-views
——Basic operation on E-views Notice: Review Statistics contents in terms of your 3 own basis
Teaching material and reference Basic Teaching material： 《Basic Econometrics》
●Is the analysis reliable of not？
●What is the trend of the stock index？
14
What is in common for the cases?
Determine the variable to be the target of economic phenomenon
—Variable, Parameter, Data and Model
11
1. What is Econometrics?
From Example to Theory——See some Cases: Case1：Quantitative Analysis On Chinese Economic Growth
8
Course Arrangement and Requirement
3. Grade the homework
(1) use A,B and C; all A are not acceptable. (2) Not too detailed (remember, you need to grade 50 homework) (3)Notice the common fault (why? think about it.)
(make experiment at home. We don't have time in class) (submit the textbook before final) (5%)
5: Prepare the final
(your can following my final review if you want to save time; ) (Relax, that is easy) (60 %)
6
Course Arrangement and Requirement
Individual Mission 1: Most important: Chew your book!
(by your mind, not your mouth)
2: Second important: follow my lecture.
——R . Klein
2
Aim
◆ Handle the basic theory and method of econometrics
——Basic of Econometrics ◆ Capacity to solve empirical economy problem
——Quantitative analysis
(Ask me why! Don't bask on my lecture.) (My lecture will NOT cover all the book)
3: Complete homework individually
(one week, negotiable) (5%)
4: Complete experiment textbook individually
12
Case2：Chinese household Vehicle Market Analysis
●How is Chinese vehicle market？（ Measure by sale volume）
●main affect factor onto vehicle market？
（ Income, price, fee, road condition, policy…）
2. Assign the homework
(1) try to cover most of important part of each chapter (2) Include real data analysis (3) Don't bother yourselves by too much homework
1. Review your chapter
(1)When: at the beginning of coming class after lecture of each chapter ( Don't prepare it at the last second) (2) How long: 20-30 minutes (3) Including real example is preferred (4) Interaction is preferred (5) Fresh air is preferred
4. Comment the homework in class
(1) do not exclude 10 minutes (2) concentrate on the common fault
(Measure GDP, Growth velocity, Fluctuation)
●Analysis the factors that impact GDP？
(Investment, Consumption, Exportation…..)
9
Contact Information
PPT download:
Public Email: econometrics_ly@ Password: fall2011
Contact Me: Email: liy@ Office：通博楼B208 Office hour：TW 1-3 pm
design the policy?
13
Case3：Share price analysis of Chinese Stocks
●How does share price change ?
（ Measure by stock index）
●What is the main effect factors
Course Arrangement and Requirement
Term mission (30 %):
10 terms are grouped by yourselves. Each term is responsible for one chapter (assign randomly).
VII. Autocorrelation (3)
5
Course Contents
VIII. IX. X. XI. Model Specification and Diagnostic testing (3) Autoregressive and distributed lag models (6) Simultaneous Equation Models (6) Time Series Econometrics (6)
●The ways of impact？(Promote, Restrain) ●The quantitative effect rule of those factors？
（ Detailed effect units to the GDP）
●How reliable of that quantitative analysis？ ●Policy effect analysis and forecasting to GDP growth……
(1) During defense, claim how your team cooperate (2) Make ppt (3) Defense time depends on how long we have at the end of semester (4) Submit your paper before final exam
to the price? （ Fundamental, capital, policy, Interest rate…）
●Qualitative relationship between stock index and factors ?
（ bear, bull）
●What is the detailed quantitative relationship ？
Econometrics
Lecturer:
李伊
1
Why Econometrics ?
This is Determined by the property of econometrics and the it’s position and affect on the economy.
“ One discipline never goes to perfect unless math is successfully involved.”
● Analyze the relationship between target and factors
Determine the math expression of the relationship
● Determine the quantitative rule between target and factors
●Come up with research topics and measurement(GDP, stock index…） ●Analyze the main impact factors (from economic theory and experiencbles as impact factors
◆ Make econometrics analysis using E-views
——Basic operation on E-views Notice: Review Statistics contents in terms of your 3 own basis
Teaching material and reference Basic Teaching material： 《Basic Econometrics》
●Is the analysis reliable of not？
●What is the trend of the stock index？
14
What is in common for the cases?
Determine the variable to be the target of economic phenomenon
—Variable, Parameter, Data and Model
11
1. What is Econometrics?
From Example to Theory——See some Cases: Case1：Quantitative Analysis On Chinese Economic Growth
8
Course Arrangement and Requirement
3. Grade the homework
(1) use A,B and C; all A are not acceptable. (2) Not too detailed (remember, you need to grade 50 homework) (3)Notice the common fault (why? think about it.)
(make experiment at home. We don't have time in class) (submit the textbook before final) (5%)
5: Prepare the final
(your can following my final review if you want to save time; ) (Relax, that is easy) (60 %)
6
Course Arrangement and Requirement
Individual Mission 1: Most important: Chew your book!
(by your mind, not your mouth)
2: Second important: follow my lecture.
——R . Klein
2
Aim
◆ Handle the basic theory and method of econometrics
——Basic of Econometrics ◆ Capacity to solve empirical economy problem
——Quantitative analysis
(Ask me why! Don't bask on my lecture.) (My lecture will NOT cover all the book)
3: Complete homework individually
(one week, negotiable) (5%)
4: Complete experiment textbook individually
12
Case2：Chinese household Vehicle Market Analysis
●How is Chinese vehicle market？（ Measure by sale volume）
●main affect factor onto vehicle market？
（ Income, price, fee, road condition, policy…）
2. Assign the homework
(1) try to cover most of important part of each chapter (2) Include real data analysis (3) Don't bother yourselves by too much homework
1. Review your chapter
(1)When: at the beginning of coming class after lecture of each chapter ( Don't prepare it at the last second) (2) How long: 20-30 minutes (3) Including real example is preferred (4) Interaction is preferred (5) Fresh air is preferred
4. Comment the homework in class
(1) do not exclude 10 minutes (2) concentrate on the common fault
