This course presents the basic principles and techniques for

linear models. As an introduction to the subject,

the emphasis will be on the development of an intuitive

understanding by working with examples and applications.

Materials to be presented in this course are classified into

two parts. The first part reviews basic mathematical and

statistical concepts to be used in the second. The materials

in the second part are focused on the linear regression

model. Students will be able to apply the linear regression model

to financial analysis, and diagnose the presence of problems.

二、指定用書(Text Books)

三、參考書籍(References)

Lecture notes

四、教學方式(Teaching Method)

Lectures and Discussions

五、教學進度(Syllabus)

(1) Introduction

(2) Some Basic Results in Probability and Statistics

(3) The Simple Linear Regression Models

(4) Multiple Regression Models

(5) Asymptotic Properties of the OLS Estimators

六、成績考核(Evaluation)

Homework assignments (30%) - You should collect, borrow, or steal

at least one time series data set that you are interested in that

contains 100 or more data points. I will hand out several brief

assignments during the semester. These assignments will involve

the analysis of time series data using a computer program (Eviews).

Presentation (30%) - Choose a research question in your area of

interest that involves some type of time series data. You will

have an oral presentation in the class. For the detail, please

attend the first class.

Final Exam. (40%)

七、可連結之網頁位址

Under construction