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Institute of Business and Management

National Chiao Tung University

Course ID

IBM6093

Course Name

Data Analysis for Management (The last seven weeks)

Credit hours

3

Instructor

Jin-Li Hu

Prerequisites

Statistics

Textbooks

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

References

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, http://www.tspintl.com/, with Downloadable Reference Manuals.

6.      TSP examples built by Stanford University, http://www.stanford.edu/~clint/tspex/.

7.      WINKS Basic Statistics, http://www.texasoft.com/tutindex.html.

 

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.

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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%)

Correspondence

E-mail: jinlihu@yahoo.com

URL:?http://jinlihu.tripod.com