(课程简介英文版) Econometrics is a compulsory course for economics majors. This course introduces the application of regression analysis in economics, with a focus on the themes of causal inference and policy evaluation. Policy evaluation is an important aspect of empirical research and a practical direction for interdisciplinary applications. Causal inference methods are not only a research hotspot in econometrics in recent years but also a crucial method in policy research. With the advent of the big data era, analyzing causal relationships from massive data sets has become a significant frontier research direction. Therefore, this course is problem-oriented towards policy analysis, centering on quantitative methods for causal analysis, and combines theoretical and empirical research to introduce the basics of econometrics. The course will cover partial theoretical content on parameter estimation and hypothesis testing in linear regression models, as well as theoretical and empirical content on instrumental variable models, panel data models, Difference-in-Differences (DID) models, binary variable models, and nonlinear model estimation. The prerequisite knowledge for this course mainly includes algebraic operations, probability, and basic statistics. |