12/27
期末報告第三週
12/20
期末報告第二週
12/13
期末報告第一週
12/6
說明共整合關係( Engle-Granger Co-integration) ，並且解釋Granger representation theorem，還有誤差修正模型
11/29
解釋ARMA(p,q)模型
白噪音定義
定義何為定態，與其條件
11/22
時間序列基礎理論
蛛網理論
11/15
期中考週
11/8
期中報告第三週
11/1
期中報告第二週
10/25
期中報告第一週
10/18
I learned how do I simulate a paper, and what the points I should note. The teacher took a example from the paper of Balassa-Samuelson Hypothesis. Finally,he extended the context to the time series, introducing the distingishability of variables weather have the subscript or not, and applied to dynamic and static data.
10/11
I learned how do I link the theory to emprical studies, and distinguish the exogenous and endogenous. If I don't sure weather variables are ex or not, just use the methodology to detect.
Besides, I reviewed the meaning of regression, especially parameters representing the different ways, and defined the dummy variable, making it in practice.
10/04
1.了解LOP單一物價法則
2.了解PPP購買力平價理論
3.理論假設轉變迴歸方程與虛無假設的建立
09/27
1.複習浮動，固定，管理匯率。
2.複習匯率制度歷史。
3.了解depreciation ＆ devaluation與appreciation ＆ revaluation的差別用法。
09/20
1.了解課程大綱。
2.得知評分標準。
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