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 Week 1: Introduction

Introduction to Econometrics
OLS and the General Linear Model

Lecture Week 2: OLS & Multiple Regression Analysis

Partialing Out and Effects of Orthogonality in Multiple Regression
Frisch-Waugh Theorem
Effect of Scalar Transformations of Data on Regression Coefficients
Outliers & Leverage Example

Lecture Week 3: Tests of Linear Hypotheses

Tests of Linear Hypotheses Examples
Chow Test Example

Lecture Week 5: Specification Error

Effects of Omitted Variables Example
Omitted Variable Tests Examples

Lecture Week 6:Heteroskedasticity

Heteroskedasticity
Grouped Data, OLS & GLS
Heteroskedasticity Tests and Correction Procedures

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

Measurement Error and IV estimation IV test data set (ivdat.zip)

Lecture Week 10: Panel Data

Estimation using Panel data Panel data set (panel.zip)

Lecture X : Selectivity: NOT NEEDED for exam only included as reference material

Selection and Treatment Example
Selectivity Example (select.dta in select.zip)

Assessed Computer Test 1 Data Sets

The data is zipped. Right click on the file and then "save target as" to a directory and then unzip

comptest0910.zip for Computer Exercise
Answer Key for Computer Exercise
Model Answer to Computer Exercise
cex1_resit10.zip for Computer Exercise 1 Resit 2010

Data

The data is zipped. Right click on the file and then "save target as" to a directory and then unzip


Computer Exercise 0 Data (cex0.zip)
Computer Exercise 1 Data (cex1.zip)
Computer Exercise 2 Data (cex2.zip)
Computer Exercise 4 Data: cex4_06.zip
Computer Exercise 5 Data (cex5.dta in cex5.zip)
Twins data for Computer Exercise 6
Computer Exercise 7 Data (cex7.dta in cex7.zip)
Computer Exercise 8 Data (cex8.dta in cex8.zip)
Computer Exercise 9 Data (cex9.dta in cex9.zip)

Answers to Problem Sets

Exercise 0 - Revising 2 variable Model
Exercise 1 - The General Linear Model
Exercise 2 - More on the General Linear Model

Computer Exercises: Answers

Exercise 0 - Revising 2 variable Estimation
Exercise 0 Answers
Exercise 1 - The General Linear Model
Exercise 1 - Outline answers
Exercise 2 - Outline answers
Exercise 3 - Outline answers
Exercise 4 - Outline answers
Exercise 5 - Outline answers
Exercise 6 - Outline answers
Exercise 7 - Outline answers
Exercise 8 - Outline answers
Computer Test 1 - Outline answers

Mid-Term Tests

  • Mid-Term I 2002/3
  • Mid-Term I 2002/3 Answers
  • Mid-Term II 2002/3
  • Mid-Term II 2002/3 Answers
  • Mid-Term I 2003/4
  • Mid-Term I 2003/4 Answers
  • Mid-Term II 2003/4
  • Mid-Term II 2003/4 Answers
  • Mid-Term I 2004/5
  • Mid-Term I 2004/5 Answers
  • Mid-Term II 2004/5
  • Mid-Term II 2004/5 Answers
  • Final Exam 2003/4 Answers
  • Final Exam 2004/5 Answers
  • Final Exam 2005/6 Answers
  • Mid-Term I 2005/6 Answers
  • Mid-Term II 2005/6 Answers
  • Mid-Term I 2006/7 Answers
  • Mid-Term II 2006/7 Answers
  • Mid-Term I 2007/8 Answers
  • Mid-Term I 2008/9 Answers
  • Mid-Term I 2009/10 Answers