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计量经济学课程大纲课程编号：M004042中文：计量经济学英文：Eonometrics开课单位：经济学院开课学期：第=学期任课教师：李铁岗教授考试方式：考查适应专业：经济学各专业总学时和学分：先修课程：数理统计、概率论、线性代数课程教学目的：Thiscourseisforayear-longgraduatestudentcourseineconomics.Theaimofthecourseistoprovideaframeworkforayear'sinstructionwhichthedepthandbreadthofcoveragethatwouldenablethestudenttocontinuewiththesubjectatthePhd.Level.Aprimaryconcernhasbeentokeepthemathematicaldemandsonthestudentstoaminimum.课程主要内容：Lecture1.Covariance,variance,andCorrelationLecture2.SimpleregressionanalysisLecture3.propertiesoftheregressioncoefficientsandhypothesisLecture4MultipleregressionanalysisLecture5TransformationsofvariablesLecture6DummyvariablesLecture7Specificationofregressionvariables:apreliminaryskirmishLecture8HeteroscedasticityLecture9StochasticregressorsandmeasurementerrorsLecture10SimultaneousequationsestimationLecture11Binarychoiceandlimiteddependentmodel,andmaximumlikelihoodestimationLecture12Modelsusingtime-seriesdataLecture13AutocorrelationLecture14Introductiontononstationarytimeseries使用教材："Introductiontoeconometrics"ChristopherDougherty,Londonschoolofeconomics参考文献：1.G..S.Maddala,"IntroductiontoEconomitrics",Macmillanpublishingcompany.2.Jonsion,Economitricsmethods,NewYork,Mcgraw-Hill,19843.Kmenta,ElementsofEconometrics,NewYork,TheMacmillanCo.,19864.Theil,principlesofEconometrics,NewYork,Wiley,19715.G.GJudge,C.R.Hillect.TheoryandPracticeofEconomics,NewYork,Wiley,19856.Malinvaud,StatisticalMethodsofEconometrics,Amsterdam,NorthHolland,19767.WilliamH.Greene,EconometricsAnalysis,PrenticeHall,1993编制人：李铁岗审核人：
