12/7
1.共整合與誤差修正模型
2.Engel-Granger兩步驟的檢定
3.講解附錄 矩陣向量的定義與計算
11/30
1.單根檢定DF與ADF的差別
2.介紹如何手動檢測殘差有無自我相關
3.共整合的定義
4.老師操作gretl
11/23
1.學習獨立判斷力 有合理性 可依據著名文獻或重要期刊、基本學科素養
2.第八章 時間趨勢與隨機趨勢的區別
random walk可從圖判斷哪一類型：不含截距項、有截距項、隨機干擾項
D-F單跟檢定為前置作業，非研究方法。
確定落後期數的方式：從1開始依序試到，et殘差為白噪音時止，就是延遲落後期數。
11/9
1.誤差修正的部份要多注意。
2.文獻的架構不改變下，選定某個國家換成台灣。
11/2
1.注意期間太常容易發生結構轉變。
2.理論(文字)→數字(理論)→統計方法→實證結果
3.要適時的懷疑，不要完全相信作者的說法。
10/19
1.什麼是時間序列 從AR(1)開始
2.時間序列的基礎經濟理論─蛛網理論
3.white noise, ARMA模型
4.定態非定態條件
5.下週報告文獻 要趕緊準備
6.唸課本P63 上傳錄影檔
影片
10/12
1.非定態的資料使用 共整合
定態的資料 使用 回歸方式
2.老師指定的課文 要把單字查好 、注意斷句
10/05
1.若LOP成立則PPP必然成立 但PPP成立LOP不一定成立
2.關於文獻：理論模型與實證模型的結合
3.關於實證模型的功能
4.預習課本P53-P55
9/28課堂記事：
1.英文發音要注意斷句
2.影響匯率的變動因素有物價、利率與所得
3.老師簡單談論匯率的歷史：從the bretton woods到1999年歐元的建立
4.單一定價法則LOP，不涉及跨國與匯率，以供需變動物價回歸到兩物價相等。
5.購買力平價PPP，涉及到兩國匯率。
本週繼續找文獻
9/21本週要做的事情：
1.本週建立自己的學習網頁
2.預習課本p14-p16 (copeland)
學習記事：
1.老師介紹課本的目錄，讓我們了解國際金融的概要
2.看一篇英文文章如何抓出重點
重要事項 Import Notes
重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes
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張貼留言 (Atom)
PO 文注意事項 (Notes about your posts required for this course)
每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.
1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).
2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.
3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.
4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .
5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.
== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」
Every registered student MUST post and maintain TWO pages at this site.
1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).
2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.
3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.
4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .
5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.
== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」
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