Econometrics
本课程是经济学专业的核心方法论课程，系统介绍计量经济学的基本理论与方法。主要内容包括：线性回归模型、假设检验、异方差与自相关、工具变量法、面板数据模型、二元选择模型、时间序列分析等。课程强调理论与应用相结合，学生将学习使用Stata等计量软件进行实证分析，培养经济数据处理和因果识别的能力。
This is a core methodological course for economics majors, systematically introducing the basic theories and methods of econometrics. Topics include linear regression models, hypothesis testing, heteroskedasticity and autocorrelation, instrumental variables, panel data models, binary choice models, and time series analysis. The course emphasizes combining theory with application, and students will learn to use Stata for empirical analysis.
使用中国家庭追踪调查（CFPS）或美国当前人口调查（CPS）等微观数据库，估计教育的经济收益率。建立明瑟收入方程，控制个人特征、工作经验、行业等变量，运用普通最小二乘法进行基准回归。进一步讨论内生性问题，尝试使用工具变量法或倾向得分匹配方法进行因果识别。报告需包含数据描述、模型设定、回归结果分析和稳健性检验。
Use a microeconomic database such as CFPS or CPS to estimate the economic return to education. Build a Mincer earnings equation, control for individual characteristics, work experience, and industry, and perform baseline regression using OLS. Further discuss endogeneity issues and attempt causal identification using instrumental variables or propensity score matching.