12/07學習記事
1.共整合與誤差修正模型
2.Engel-Granger兩歲驟的檢定
3.講解附錄 矩陣向量的定義與計算
11/30學習記事
1.單根檢定DF與ADF的差別
2.判紹如何手動檢測殘差有無自我相關
3.共整合的定義
4.gretl的操作
11/23學習記事
1. 學習獨立判斷力、合理性，可依據著名文獻
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：截距項和時間趨勢項的分別
3.DF單根檢定為前置作業，非研究方法
11/02學習記事
1.ppp成立並非決定於匯率制度，而是有無套利空間
2.共整合檢定主要是檢定線性組合是否可變成定態
3.何者東西可變成定態和非定態，其檢定目標應搞清楚
4.當樣本多、時間拉長，會發生結構的轉變
5.實証後的結論，不可以擴大解釋
10/26學習記事
1.叮嚀文獻格式為作者、年代、篇名、期刊、頁數
2.報告時間的控制，上台前應自己準備過一遍
3.因果關係檢定的使用，容易犯了經濟學第一章－導果為因，若未正確判斷，會造成最終的結果
是無效的
4.檢定模型的截距項和趨勢項是否加入須註明，因其檢定結果也不相同
5.專有名詞的翻譯上應注意，應參考專業書籍
6.若以多個國家來確認是否支持理論，期未應如何模仿
10/19學習記事
1.什麼是時間序列 從自我相關模型AR(1)開始
2.時間序列的基礎經濟理論─蛛網理論
3. ARMA模型
4.white noise和定態非定態條件
5.ADF和PADF的判別
6.下週報告文獻的準備
7.唸課本P63 並且上傳錄影檔影片
http://www.wretch.cc/album/album.php?id=futing1107&book=31
10/12學習記事
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
3.同學很耐心的將我的破英文聽完，我應該再多練習幾遍
10/05課堂記事
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及字尾有s、t的發音
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)
9/14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
3.如何將一篇論文寫好
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
2009-10-25
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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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