企业决策方法剖析.ppt

企業決策方法 講授人 黎明淵教授 國立成功大學會計系暨財務金融研究所 Grading 出席率 (Participation rate): 50% 作業 (Assignments): 30% 期未報告 (Term paper): 20% held in the final two weeks 經歷 國立暨南國際大學財務金融系副教授兼系主任(2004/08-2005/08) 國立暨南國際大學財務金融系助理教授 (2001/02-2004/08) 行政院經濟建設委員會薦任科員 (1998/11-2001/02) 台灣省政府物資處薦任科員 (1997/11-1998/11) 專長與教授課程 專長 風險管理 國際財務管理與投資組合管理 金融計算 財務計量 教授課程 Investments, Financial Management, Financial Market, International Financial Market, International Finance, Multinational Corporate Management, Econometrics, Financial Risk Management Personal Information Instructor Name: Ming-Yuan Leon Li (黎明淵) Instructor Tel: Ext 53421 E-mail: lmyleon@.tw Office Hours: 10:30 AM-12:00 PM, Wednesday Personal Information Publications (2007-current): No. of papers published in SSCI/SCI international journals: 26 16 of them are single-authored The average impact factor=0.609 Course Descriptions/Objectives Help students to better understand the topics related to Econometrics by textbook studying and extra handouts in the class. Course Descriptions/Objectives The goals of this course are presented below： (1) Formulation of econometrics, that is, formulation of economic (or financial) models in an empirically testable form. (2) Estimation and testing of these models with observed data (3) Use of these models for prediction and policy purposes How to write a research paper? Econometics is an instrument The process of writing a paper Model or hypotheses establishment Data collection Model estimation Explanations and discussions Materials for research Textbook Maddala, G.S., Introduction to Econometrics Course Calendar/Schedule Ch 2 to Ch 4: The Traditional Regression Model Chapter 5 Heteroskedasticity Chapter 6 Autocorrelation Chapter 7 Multicollinearity Chapter 8 Dummy variables and truncated models Chapter 9 Simultaneous equations models Chapter 13 Introduction to time-series analysis Chapter 14 Vector autoregressions, unit roots, and cointegration Chapter 15 Panel Data Analysis Course Calend