Course page for Part Two of Quantitative Methods II (EC2203) - Econometrics

This page will be updated as the course progresses

Course Guides

QMII Course Outline
How to use Stata
A Guide to Getting Started on Empirical Work

Lecture Handouts

Lectures 1: Introduction to OLS

  • Introduction
  • Deriving OLS Estimates: Handout
  • Deriving OLS Estimate: Lecture Slides (powerpoint)
  • Consumption Function Data
  • QM2 Marks Data

    For the stata files you will have to download the file and unzip before use. Right click, choose the "save link as" option and extract the file to the disk space of your choice)

    Data sets are in Stata format, (the name of the file is in brackets), but also zipped. You will have to download them and unzip them before use. Right click, choose the "open" option and extract the stata file to the disk space of your choice)

    Stata commands used during the lectures can be found in the lecture slides below

    Lecture 2: Principles of OLS

  • Principles of Ordinary Least Sqaures: Lecture Slides (pdf version)

    Lecture 3: Properties of OLS & Goodness of Fit Measure

  • Properties of Ordinary Least Sqaures: Lecture Slides (pdf version)

    Lecture 4: Properties of OLS Regression Coefficients

  • Properties of Least Squares Regression Coefficients: Lecture Slides (powerpoint)

    Lecture 5: Hypothesis Testing

  • Hypothesis Testing (lecture handout for lecture 5)
  • Hypothesis Testing (overhead slides)

    Lecture 6: More on Hypothesis Testing

  • More on Hypothesis Testing (overhead slides)

    Lecture 7: F Tests

  • F tests for goodness of fit & forecasting (overhead slides)

    Lecture 8: Functional Form

  • Functional Form (lecture overheads)
  • Functional Form (lecture handout)
  • Stata commands file (stata_commands_L7.zip)
  • Food Expenditure Data
  • UK GDP Time Series Data
  • Boxcox example Data (boxcox.dta)
  • Functional Form example 1
  • Functional Form example 2

    Problem Sets

  • Problem Set 0
  • Problem Set 1
  • Problem Set 2
  • Problem Set 3
  • Problem Set 4

    Problem Set Data

  • Problem Set 4 Prisoners Data (prisons.dta)
  • Problem Set 4 Wage Data (ps4data.dta)
  • Problem Set 4 GDP Data (gdpuk_ps4.dta)

    Answers to Problem Sets

  • Problem Set 0 Answers
  • Problem Set 1 Answers
  • Problem Set 2 Answers

    Project



    Mid-Term Tests

  • Mid-Term Formulae Sheet
  • Mid-Term 3 2004 Answers
  • Mid-Term 4 2003 Test
  • Mid-Term 4 2003 Answers
  • Mid-Term 4 2004 Test
  • Mid-Term 4 2004 Test & Answers

  • Mid-Term 3 2004/5 Test
  • Mid-Term 3 2004/5 Answers
  • Mid-Term 4 2004/5 Test
  • Mid-Term 4 2004/5 Answers

  • Mid-Term 3 2006/7 Answers
  • Mid-Term 2007/8 Answers
  • Mid-Term 2008/9 Answers
  • Mid-Term 2009/10 Answers
  • Mid-Term 2010/11 Answers