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 2 notes: Algebraic Aspects of OLS & Partialling Out
Partialing Out and Effects of Orthogonality in Multiple Regression
Frisch-Waugh Theorem
Outliers & Leverage Example
R&D Outlier Example Data (rd.zip)
Partialing Out Example Data (partial.zip)
Frisch-Waugh Theorem Example Data (food.zip)
Lecture Week 3: Bias & Efficiency of OLS
Effect of Scalar Transformations of Data on Regression Coefficients
lecture 3 notes: Goodness of Fit, Bias & Efficiency of OLS
Lecture Week 4: Tests of Linear Hypotheses
lecture 4 notes: Testing Linear Hypotheses
Tests of Linear Hypotheses Examples
Lecture Week 5: Specification Error
lecture 5 notes:
Modelling and Testing for Structural Breaks
Effects of Omitted Variables Example
Omitted Variable Tests Examples
Lecture Week 6:Heteroskedasticity
Lecture Notes: Heteroskedasticity
Grouped Data, OLS & GLS
Heteroskedasticity Tests and Correction Procedures
Clustering Example
Lecture Weeks 7, 8 9: Measurement Error, Endogeneity & IV Estimation
Lecture notes Endogeneity
Example of 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)
Assessed Computer Test Data Sets
Question Paper
The data is zipped. Right click on the file that you have been assigned, then "save link as" to a directory and then unzip
panel1.zip
panel2.zip
panel3.zip
panel4.zip
panel5.zip
panel6.zip
panel7.zip
panel8.zip
panel9.zip
panel10.zip
panel11.zip
panel12.zip
panel13.zip
panel14.zip
panel15.zip
panel16.zip
panel17.zip
panel18.zip
panel19.zip
panel20.zip
Computer Exercise & Other Data Sets
Computer Exercise 0 Data (cex0.zip)
Computer Exercise 1 Data (cex1.zip)
Computer Exercise 2 Data (cex2.zip)
Computer Exercise 4 Data: cex4.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)
Answers to Problem Sets
Exercise 0 - Revising 2 variable Model
Exercise 1 - The General Linear Model
Exercise 2 - More on the General Linear Model
Exercise 3
Exercise 4
Exercise 5
Exercise 6
Exercise 7
Exercise 8
Computer Exercises: Answers
Exercise 0 Answers
Exercise 1 - Outline answers
Exercise 2 - Outline answers
Exercise 3 - Outline answers
Exercise 4 - Outline answers
Exercise 4 - Outline answers
Exercise 5 - Outline answers
Exercise 6 - Outline answers
Exercise 7 - Outline answers
Exercise 8 - Outline answers
Mid-Term Tests
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
Mid-Term I 2010/11 Answers
Mid-Term I 2011/12 Answers