2009/12/7
1.矩陣與向量
2.Engle-Granger 共整合檢定與估計
3.Jahansen共整合檢定與估計及檢定步驟
4.e-views操作
2009/11/30
1.AIC、SBC與HQC的選擇方式
2.個別落後期的程式操作
3.整合變數的性質
2009/11/23
1.培養獨立思考的能力
2.時間序列CH8:random walk 模型，單根及DF檢定之意義
2009/11/09
1.價差與誤差兩者的差異
2.做研究時期資料取得的難亦需注意
3.衡量實質衝擊時，需有基期來做比較
4.報告內容及時間掌握度需加強
5.投影片製作時應將重點標示出來
6.報告有自信並不一定佳
2009/11/02
1.Johansen 共整合是檢定非定態的線性組合是否為定態。
2.在期末報告中，並非只著重在檢定的運算，應掌握文獻想表達的中心思想。
3.進行實證研究時，切記不可擴大解釋。應有幾分證據說幾分結論。
4.規範經濟學因涉及主觀判斷，故無法用實證方法證明。
5.在論文的結論中，與一般認知相符合的並非是結論的重點。
6.閱讀文獻時，要有獨立判斷的能力，不要全盤接受作者思想。
2009/10/26
1.Granger-Causality Tests只能知道是否有影響，而無法得知影響的方向。
2.對於專有名詞的定義要能清楚明瞭，可多參考大師的文章或中文書籍。
3.報告時間限制的掌握度要事前排練調整。
4.用時間序列來作因果檢定，須判斷哪個變數為先，哪個變數為後。
2009/10/19
1.時間序列ch1-ch3:ARMA模型、white noise、ACF及PACF。
2.國金課文朗讀
2009/10/12
1.英文閱讀練習:注意單複數及輕重音的發音
2.研究創新的類別:觀念、分析、模型、應用和資料等五大類創新
3.時間序列模型的架構
2009/10/05
1.了解LOP和PPP之關係
2.理論模型跟實證模型之異同
3.準備課文P53-PPP
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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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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