課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
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5705349 | 財金計量模型分析 | Econometrics in Finance | 3.0 | 3 |
中文概述 Chinese Description | 主要內容在介紹並探討變量間相互關係及建立模式的技術,討論的主題以財金實證研究中常用的分析模型為主,包括銀行效率的估算,隨機邊界法,資料包絡法,以及門檻值迴歸模型,分位數迴歸等。在資料包絡法的部分,在於探討如何以資料包絡分析進行績效評估的概念及方法,並提供合法完整版自由軟體供學生實地操作,本課程強調理論與實作並重,使學生除了熟悉理論之外,並落實於實際的運算,有助於未來的研究。 | |||
英文概述 English Description | The main issue is to investigate and model the relationship between variables. Discussion topics are related to econometric skills frequently used in financial empirical studies, including banking efficiencies, stochastic frontier analysis, data envelopment analysis, threshold model, and quantile regression model. For data envelopment analysis, the purpose of this course is to let the students understand the basic theory, models, and applications of the data envelopment analysis. So that students will not only understand the theory but are also able to run the software and do calculations. |
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