Course page for Quantitative Economic Analysis (Ec5040)

This page will be updated as the course progresses

Ec5040 Reading List and Course Outline
Getting started with Stata

Lecture 1: OLS & Multiple Regression Analysis

Introduction to Econometrics
OLS and the General Linear Model

Lecture Week 2: OLS & Multiple Regression Analysis

Lecture Week 3: Bias & Efficiency of OLS

Lecture Week 4: Tests of Linear Hypotheses

Lecture Week 5: Specification Error

Lecture Week 6:Heteroskedasticity

Lecture Weeks 7, 8 9: Measurement Error, Endogeneity & IV Estimation

Lecture Week 10: Panel Data

Assessed Computer Test Data Sets

The data is zipped. Right click on the file that you have been assigned, then "save link as" to a directory and then unzip

Computer Exercise & Other Data Sets

Computer Exercise 0 Data (
Computer Exercise 1 Data (

Answers to Problem Sets

Computer Exercises: Answers

Mid-Term Tests

  • Mid-Term I 2007/8 Answers
  • Mid-Term I 2008/9 Answers
  • Mid-Term I 2009/10 Answers
  • Mid-Term I 2010/11 Answers
  • Mid-Term I 2011/12 Answers