Academics
Statistics
Econometrics
Release Date: 2017-09-21| Course basic information | |||||||||||||
| Course name | Econometrics | Course code | 110086 | ||||||||||
| Chinese name | Intermediate Econometrics | ||||||||||||
| Course category |
□ Course basic information public degree courses ☑ Basic degree course □ Public required course □ Professional required course □ Professional elective course □ Public elective courses |
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| Start the semester | The first semester | School | 54 | Credits | 3 | ||||||||
| Course units | College of economics and trade | Applicable to professional | Economy class, management class | ||||||||||
| Assessment method |
☑ Test (shut) □Test (open book) □ Examination paper (course) □ Check (book report) □ Check (literature review）□Others |
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| Result of Ordinary Performance | 30% | The final results | 70% | ||||||||||
| Ap courses | Science, economics, advanced mathematics, computer application system | ||||||||||||
| Teachers' team | Jianwen Yuan、Hong Li、Zhaode Liu、Jieqi Zhou | ||||||||||||
| Teaching objectives | |||||||||||||
| Econometrics is a social and economic phenomenon, on the basis of qualitative analysis. During the course we discuss how to use the random econometric model method of quantitative description and analyze the characteristics of relationship between economic variables. Through taking part in the course, students are required to achieve understanding of econometrics as an important part of modern economics its characteristics and status, understand the econometric analysis method in the development of economy and the role of actual economic work; Grasp the econometric analysis methods to analyze the basic idea of economic problems, to grasp the method of econometric analysis of basic modeling principles; be Familiar with econometric analysis method of basic content and working procedures; Using econometric analysis software and econometric analysis methods to make quantitative analysis of actual economic problems. | |||||||||||||
| Course content abstract | |||||||||||||
| Econometrics is a branch of economics, in mathematical economics, economic statistics and mathematical statistics, it is based on applied economics.The econometrics course is based on elementary econometrics, under the qualitative analysis of social and economic phenomenon's, it discusses how to use econometric methods to quantitatively describe the relationship between economic characteristics of random variables. The course Mainly includes: one linear regression model, multiple linear regression model, autocorrelation, heteroscedasticity, multicollinearity, distribution lag and autoregressive model and co - integration theory and error correction model, virtual variables, parallel data model and simultaneous equation model, the difference between primary econometrics types with the autoregressive model. | |||||||||||||
| Distribution of teaching hours | |||||||||||||
| The teaching content | school | Teaching methods * | teachers' | ||||||||||
| Chapter 1 introduction to the software | 3 | Lecture | Jianwen Yuan | ||||||||||
| Chapter 2 the linear regression model (a) | 3 | Lecture | Jianwen Yuan | ||||||||||
| Econometrics experiment 1 | 3 | Experiment | Jianwen Yuan | ||||||||||
| Chapter 3 One linear regression model (2) | 3 | Lecture | Jianwen Yuan | ||||||||||
| Chapter 3 multivariate linear regression model (a) | 3 | Lecture | Jianwen Yuan | ||||||||||
| Econometrics experiment 2 | 3 | Experiment | Jianwen Yuan | ||||||||||
| Chapter 3 multivariate linear regression model (2) | 3 | Lecture | Jianwen Yuan | ||||||||||
| Chapter 4 To broaden the assumptions of the model (a) | 3 | Lecture and discussion | Jianwen Yuan | ||||||||||
| Econometrics experiment 3 | 3 | Experiment | Jianwen Yuan | ||||||||||
| Chapter 4 To broaden the assumptions of the model (2) | 3 | Lecture and discussion | Jianwen Yuan | ||||||||||
| Chapter 4 To broaden the assumptions of the model (3) | 3 | Lecture and discussion | Jianwen Yuan | ||||||||||
| Econometrics experiment 4 | Experiment | Jianwen Yuan | |||||||||||
| Chapter 5 special problems of classical single equations (1) | 3 | Lecture | Jianwen Yuan Jianwen Yuan | ||||||||||
| Chapter 5 special problems (2) | 3 | Lecture and discussion | Jianwen Yuan | ||||||||||
| Econometrics experiment 5 | 3 | Lecture | Jianwen Yuan | ||||||||||
| Simultaneous equations model in chapter 6 (a) | 3 | Lecture and discussion | Jianwen Yuan | ||||||||||
| Simultaneous equations model in chapter 6 (b) | 3 | Discussion and relearning | Jianwen Yuan | ||||||||||
| Chapter 7 econometric model of the application | |||||||||||||
| Total | 54 | ||||||||||||
| * teaching method refers to the lecture, discussion, project teaching, case analysis, simulation, field practice and experimental teaching. | |||||||||||||
| teaching material and teaching resources | |||||||||||||
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(1) teaching material 1. The speaker's teaching material [1] Nai plum etc. Econometrics (second edition) [M]. Beijing: higher education press, 2005. 2. The other materials [1] Jian-wen yuan. Econometrics experimental tutorial [M]. Beijing: science press, 2008. (2) The reading list [1]. [the] ancient Arabia. Econometrics essence of version 2 (the book) [M]. Zhang Shou et al. Beijing: mechanical industry publishing house, 2000. [2]. [the] ancient zara. Econometrics (third edition) [M]. Lin GongYi less. Beijing: China renmin university press, 2000. [3]. [the] Robert s. dick etc. Econometric models and economic prediction (fourth edition) [M]. Small money equal translation. Beijing: mechanical industry publishing house, 1999. [4]. [the] George g. judge etc. An introduction to econometrics theory and practice [M]. Zhou Yi jiang et al. Beijing: China statistics press, 1993. [5]. Plum nai. Econometrics [M]. Beijing: higher education press, 2000. [6]. Zhu Jian equality. Advanced econometric introduction [M]. Beijing: Peking University press, 2009. (3) Recommended journal articles [1]. Plum nai. Econometric application research of general regression model set [J]. Journal of economic research. 2008.8:136-144. [2]. Yongmiao hong. The status and function of the econometrics, and limitations [J]. Journal of economic research. 2007.5:139-153. [3]. Xu Ying, xiu-shan Chen, Liu Fengliang. China's technological progress contribution rate measurement and decomposition [J]. Journal of economic research. 2006.8:93-103. [4]. Wu Lihua, Wang Feng. The economic effect of RMB real exchange rate misalignment empirical study [J]. Journal of economic research. 2006.7:15 to 28. [5]. Plum nai, zhou jian. The structure change of macroeconomic statistics analysis and the empirical [J] . Journal of China economic research. 2005.1:15-26. [6]. Shao-ping wang, plum nai. The cointegration analysis of monetary demand in China and its currency policy advice [J]. Journal of economic research. 2004.7:9 to 17. [7]. Sun Hua fung, jump. The Chinese monetary policy and stock market relationship [J]. Journal of economic research. 2003.7:44-53. [8]. Zheng Chaoyu. Demand management orientation of small Chinese macro econometric model [J]. Journal of economic research. 2002.12:42-50. [9]. Jin-quan liu, jianqing fan. The asymmetry of the China economic cycle and correlation studies [J]. Journal of economic research. 2001.5:28 to 37. [10]. King beauty today, zhangsong. A study of the problem of underperformance in China [J]. Journal of economic research. 2000.9:49-56. [11]. Tian Guangning, soloing. China economy not observation and index to measure: 1982 ~ 2006 [J]. Journal of quantitative technical economics. 2008.7:138-146. [12].Yu-ming wu. Chinese provincial economic growth convergence of spatial econometric analysis [J]. Journal of quantitative technical economics. 2006.12:101-108. [13]. Opportunities. Residents deposit incremental factors affecting regional differences of the empirical analysis [J]. Journal of quantitative technical economics. 2004.9:93-100. [14]. Tang Shaoxiang. Macro economy analysis, the total deviation and measure [J]. Journal of quantitative technical economics. 2003.9:43-46. [15]. Mao-lin ye. Study the relationship between education and economic growth [J]. Journal of quantitative technical economics. 2002.9:11-14. [16]. LeiQinLi. The evolution of China's economic structure and growth efficiency measure analysis. Statistical research. 2007.11:8 to 14. [17]. Zhao-zhou han, Wei Zhang into, goldmax. Minimum wage statistic model research in China. Statistical research. 2007.8:36-43. [18]. Le-ping liu, get, CAI orthometric. Multiple hypothesis testing and its application in econometric. Statistical research. 2007.4:26 to 30. [19]. Less Lin palace, the experimental design method in the micro econometrics, expectations "(learn) design and analysis of econometrics". Statistical research. 2007.2:84-87. [20]. Li chi keung,, ZhanFeng. Using the econometric model of shallow defects. Statistical research. 2003.6:44-46. (4) Learning websites [1]. Guangdong business school, the high quality course website of the Guangdong econometric model: http://jljjx.jpkc.gdufe.edu.cn/ [2]. Exquisite course website, Tsinghua university, national fine-designed course econometrics: http://166.111.92.10/jpkcgc/aao_72/index.jsp [3]. Guangdong college network course website, econometrics network auxiliary teaching courses: http://bb.gdufe.edu.cn/webapps/portal/frameset.jsp? TAB = courses&url = / bin/common/course. Pl? Course_id = _24_1 [4]. The National People's Congress economic BBS website, econometrics version: http://www.pinggu.org/bbs/b5.html (5) Other |
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| outline by | Jianwen Yuan | Prepare the date | On July23 , 2014 | ||||||||||
| Outline authorization person （Head of the subject) | Hong Lin | Approval date | On July25 , 2014 | ||||||||||