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Institute of Business and Management

National Chiao Tung University

Course ID


Course Name

Data Analysis for Management (The last seven weeks)

Credit hours



Jin-Li Hu




Ramanathan, R. (2002), Introductory Econometrics with Applications, 5th ed., Mason (Ohio):?South-Western.


1.      Maddala, G.S. (2001), Introduction to Econometrics, 3rd ed., New York:?John Wiley & Sons, LTD.

2.      Intriligator, M., R. Bodkin, and C. Hsiao (1996), Econometric Models, Techniques, and Applications, New Jersey:?Prentice-Hall.

3.      Maddala, G.S. (1986), Limited-Dependent and Qualitative Variables in Econometrics, Cambridge:? Cambridge University Press.

4.      Hsiao, C. (1986), Analysis of Panel Data, Cambridge:?Cambridge University Press.

5.      TSP, International,, with Downloadable Reference Manuals.

6.      TSP examples built by Stanford University,

7.      WINKS Basic Statistics,


Objective of the Course

This course emphasizes how to correctly apply econometrics to management and financial studies.?NCTU has bought a permanent site license of TSP 4.5 in 2004 which allows students to practice econometric skills on campus.


Course outlines

1.          Introduction of econometrics

2.          The basic linear regression model

3.          Extensions of the simple linear regression model

4.          Estimation of simultaneous-equations Systems:?2SLS, 3SLS, SUR

5.          Regression topics:?Maximum likelihood, Tobit, Logit, Probit

6.          Time series analysis:?AR1, ARMA, ARIMA, ARCH, GARCH, VAR

7.          Estimation of panel data

Course requirements

Class attendance (30%), homework (40%), term paper (30%)