PDF《高级计量经济专题》

课程大纲 高级计量经济专题 课程编号:02810140 授课对象:学术研究生 学分:3 任课教师:涂云东 课程类型:专业必修 开课学期:2016 年春 先修课程:高级计量经济学 任课教师简历(500 字左右) : 涂云东,北京大学光华管理学院商务统计与经济计量系和北京大学统计科学中心 联席助理教授.

2004 年获武汉大学数学与统计学院信息与计算科学专业学士学 位,2006 年获武汉大学经济与管理学院数量经济学专业硕士学位,2012 年获美 国加州大学河滨分校经济学博士学位,同年

6 月加入北大光华.曾获世界计量经 济学会(Econometric Society) ,加州计量经济学会议等学术组织提供的青年学 者研究资助以及 Phi Beta Kappa International Scholarship Award.学术论文 发表在 Journal of Econometrics,Econometric Reviews, Journal of Business Economics and Statistics, StatisticaSinica 等国际一流专业杂志.同时担任以下 学术期刊匿名评审:Econometric Reviews, Empirical Economics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Quantitative Economics, Studies in Nonlinear Dynamics and Econometrics.理论研究领域涵盖非参数/半参数计量经济模型, 模型选择和模型平均,网络数据建模,金融计量,信息计量经济学等;

应用研究包含宏观经济预测,价格 指数建模,网络数据分析,股票市场预测,生产率建模等. 任课教师联系方式:光华新楼

475 室,Email:yundong.tu@gsm.pku.edu.cn 助教姓名及联系方式:李林芷,Email:1401211760@pku.edu.cn 辅导、答疑时间:邮件预约

一、项目培养目标

1 Learning Goal

1 Graduates will be thoroughly familiar with the specialized knowledge and theories required for the completion of academic research. 1.1 Objective

1 Graduates will have a deep understanding of basic knowledge and theories in their specialized area. 1.2 Objective

2 Graduates will be familiar with the latest academic findings in their specialized area and will be knowledgeable about related areas. 1.3 Objective

3 Graduates will be familiar with research methodologies in their specialized area, and will be able to apply them effectively.

2 Learning Goal

2 Graduates will be creative scholars, who are able to write and publish high-quality graduation dissertation and research papers. 2.1 Objective

1 Graduates will write and publish high-quality graduation dissertation and research papers 2.2 Objective

2 Graduates will be critical thinkers and innovative problems solvers.

3 Learning Goal

3 Graduates will have a broad vision of globalization and will be able to communicate and cooperate with international scholars 3.1 Objective

1 Graduates will have excellent oral and written communication skills 3.2 Objective

2 Graduates will be able to conduct efficient academic communication in at least one foreign language

4 Learning Goal

4 Graduates will be aware of academic ethics and will have a sense of social responsibility. 4.1 Objective

1 Graduates will have a sense of social responsibility. 4.2 Objective

2 Graduates will be aware of potential ethical issues in their academic career. 4.3 Objective

3 Graduates will demonstrate concern for social issues.

二、课程概述 高级计量经济学专题课是研究生计量经济学的第二门课程.该课程将讲授非线性计量经济学模型,非参数 和半参数计量经济模型,模型选择,模型平均以及信息计量经济学等专题.

三、课程目标 课程通过对各个专题的理论学习,着重培养学生在经济管理中对数据建模的能力,消除学生对于线性模型 的依耐性,让学生具备从数据中挖掘模型的能力.提高学生对于模型参数估计,假设检验以及基于模型估 计的预测能力.同时,课程将结合学期项目,培养学生解决实际问题和展示项目成果,交流互动的能力.