5月准备在人大开的计量经济学提纲(请大家提提建议)

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我准备5月在人大开一门研究生层次的应用计量经济学的课程，下面是这个课程的提纲。欢迎大家提出宝贵意见。

Course Outline

0 Perspectives of Modern Economics and Frontiers of Applied Economics

1 Review of the classical regressions and some extensions

1.1 Assumptions of OLS

(Gauss –Markov)

1.2 Hypothesis tests (t-test ,F-test and Chow Test)

1.3 Frisch-Waugh Theorem

1.4 Partially Linear Model　

（Application to Environmental Kuznets Curve and Industrial Organization）

1.5 Production Functions

(Cobb-Douglas, Translog and CES, )

1.6 Stochastic Frontier Function

(Technical Efficiency Measure and Productivity Economics)

1.7 Demand Analysis

(Log linear, LES, AIDS)

　References: Greene, Chapter 2,3,4,6,

2 MLE and Tests

2.1 The Likelihood Function and Identification of the Parameters

2.2 Efficient Estimation

2.3 Properties of MLE

2.4 MLE of Linear Regression Model

2.5 Three Asymptotically Equivalent Tests

References: Greene, Chapter 17

3 Techniques of Model Adjustment

3.1 Multicolliearity

3.2 Missing Observations

3.3 Measuring Errors and Instrumental-Variable Estimation

3.4 Omitting Variables and Presence of Irrelevant Variables

3.5 Nonlinearity

3.6 Ramsay Reset

References: Greene, Chapter 4; Pindyck & Rubinfeld Chapter 4, 7.

4 GLS and Panel Data

4.1 GLS

4.2 Panel Data: Fixed Effects

4.3 Random Effects and Hausman Tests

4.4 Variable-coefficient models

References: Greene, Chapter 10, 11, 13, 14

5 Simultaneous Equations

5.1 Endogeneity and Identification

5.2 Indirect Least Squares

5.3 Instrumental-Variable Regression and 2SLS

5.4 Seemingly Unrelated Regression (SUR) and 3SLS

References: Greene, Chapter 15

6 Discrete Choice Models and Limited Dependent Models

6.1 Binary Choice Model

6.2 Multivariate Choice Model

6.3 Censored and truncated Model

6.4 Tobit and Heckman 2-step estimation

6.5 Duration and Count Data

References: Greene, Chapter 21, 22

7 Introduction to Time Series

7.1 Serial Correlation, AR(p), MA(q), and ARIMA

7.2 Time series Regression, Exogeneity and Granger Causality

7.3 Random Walk and Cointegration

7.4 VAR Model and VECM

7.5 ARCH and GARCH

References: Greene, Chapter 12, 19, 20

Note: The schedule may be modified during the course process.

Text Books:

1, Greene William H., Econometric Analysis (5^th Edition), Prentice Hall.2003.

2, Pindyck Robert and Danial Rubinfeld, Econometric Models and Economic Prediction (4^th edition), McGraw-Hill Companies, Inc. 1998.

3, Sadoulet Elisabeth and Janvry Alain de, Quantitative Development Policy Analysis, The Johns Hopkins University Press, Baltimore and London, 1995.

4, Wooldridge, J., Econometric Analysis of Cross Section and Panel Data, MIT Press, 1995.

5, 赵国庆 《计量经济学(第二版)》 中国人民大学出版社, 2006。

Internet Resources:

１Professor Guido Imbens, UC Berkeley

http://are.berkeley.edu/courses/ARE213/spring2006/

2 Professor Herman Bierens (Penn State),

http://econ.la.psu.edu/~hbierens/LECNOTES.HTM

3 Professor Bruce Hansen (Wisconsin)

http://www.ssc.wisc.edu/~bhansen/notes/Econometrics2006.pdf

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关键词：计量经济学 计量经济 经济学 提建议 instrumental 人大 计量经济学 建议 提纲

像在看教材目录哦，错是不会错的，但没觉得同网上其他老师的讲义有什么特别不一样的地方。

难道没有其他的教学思路吗？譬如第一章概述计量经济学的中心问题和发展，然后按照不同的估计方法组织各章内容，将该估计方法适用的数据特征，针对的模型，以及估计量的分布特征，检验等等的问题为学生梳理一遍。然后指定一本或两本按目前您这个大纲编著的教材给学生作参考，以补缺漏。这样学生的动手能力也许会更强些。当然老师备课的工作量会大很多。

呵呵，说错勿骂。