授课教师
冯帅章
最后学位:美国康乃尔大学经济学博士
岗位职称:副教授 博导
指定教材:James Stock, Mark Watson, Introduction to Econometrics. Pearson Addison Wesley, reproduced by: Shanghai University of Finance & Economics Press.
课程进度表
Week 1
Introduction and Review of Probability
Chapters 1, 2
Week 2
Review of Statistics
Chapter 3
Week 3
Linear Regression with one regressor (1)
Chapter 4, 15
Week 4
Linear Regression with multiple regressors (1)
Chapter 5, 16, 7
Week 5
Linear Regression with multiple regressors (2)
Chapter 5, 16, 7
Week 6
Experiments and Quasi-experiments
Chapter 11
Week 7
mid-term exam / mid-term presentations
Week 8
Nonlinear regressions
Chapter 6
Week 9
Panel Data
Chapter 8
Week 10
Regression with a binary dependent variable
Chapter 9
Week 11
Instrumental Variables Regression
Chapter 10
Week 12
Time Series Data
Chapter 12
Week 13
Final Project Presentations