计量经济学应用

计量经济学应用

课程编号：02831560 授课对象：本科生

学分： 3 任课教师：林莞娟

课程类型：任选开课学期：2014秋

先修课程：高等数学、概率统计

办公电话：86-10-62753820

电子邮箱：wlin@

辅导、答疑时间：

一、Program Learning Goals and Objectives

Learning Goal 1: Graduates will possess a solid understanding of business and management and will be able to translate this knowledge into practice.

1.1O bjective 1 Our students will have a good command of fundamental theories and

knowledge.

1.2O bjective 2 Our students will have a good command of analytical methods and

decision-making tools.

1.3O bjective 3 Our students will be able to apply theories and methodologies in key

business functions.

Learning Goal 2: Our students will be able to think critically.

2.1O bjective 1 Our students will be able to identify and summarize problems

2.2O bjective 2 Our students will be able to collect data and analyze problems in a

critical manner

2.3O bjective 3 Our students will be able to put forward effective solutions to business

problems

Learning Goal 3:Our students will have a sense of social responsibility.

3.1O bjective 1 Our students will be aware of the importance of ethics.

3.2 Objective 2 Our students will be able to provide solutions that take account of

contrasting ethical standpoints.

Learning Goal 4: Our students will be effective communicators.

4.1O bjective 1 Our students will be proficient in oral and written communication.

4.2O bjective 2 Our students will possess good interpersonal skills.

4.3O bjective 3 Our students will be able to adapt to diverse learning environments. Learning Goal 5: Our students will have global perspectives.

5.1O bjective 1 Our students will be aware of social and cultural differences.

5.2O bjective 2 Our students will be aware of the impact of globalization on business

operations, opportunities, and challenges.

5.3O bjective 3 Our students will be proficient in English.

二、课程概述

本课程介绍计量经济学的基本理论和方法, 旨在培养使用相应理论与方法进行实证研究的能力。

三、课程目标（包括学生所提高的技能要求）

了解基本的实证计量方法，并能熟练应用软件进行计量分析。

通过阅读并报告国际前沿的实证计量论文，初步了解实证计量的研究方法。

四、内容提要及学时分配

OLS Review

Three Cases of Endogenous Variables

Difference in Difference

Instrumental Variables

Probit and Logit Regression

Heckman Selection Model

Willis and Rosen – Education and Self selection

期末考试时间：

五、教学方式

70%为教师讲授课程。

30%为同学报告论文。

六、教学过程中IT工具等技术手段的应用

需要投影仪和多媒体设备

七、教材

必备: Wooldridge, 计量经济学导论:现代观点(第4版)(清华经济学系列英文版教材)，清华大学出版社，2009年7月。

八、参考书目

无