Introductory Econometrics (大三上)

課程大綱

Homeworks

1. Random Variables and Stochastic Processes

2. Statistical Inferences with Random Samples

3. Statistical Inferences with Time Series Data

4. Matrix Algebra and R Programming

5. Linear Regression Analysis 

6. Regressions with Limited Dependent Variables

Financial Time Series Analysis (大三下)

課程大綱

1. Univarite Stochstic Process

2. Multiple Stochastic Processes

3. Univariate Conditional Variance Models

4. Multivariate Conditional Variance Models

Financial Data Analysis (研一上)

課程大綱

Homeworks

課程講義：

1. Basic Statistics Review

2. Simple Linear Regressions

3. Multiple Linear Regressions

4. Limited Dependent Variable Regressions and Default Risk Models

5. Linear Quantile Regression

6. Unconditional Quantile Regression Estimations

7. Nonparametric Regressions

Time Series Analysis  (研一下)